Scizor checks dangerous attackers like Lele, Weavile and Rillaboom, while also providing momentum or item removal (I would personally run knock off > U-turn) on steel types, the typical Kyurem switchins. Other Kyurem switch ins like Clefable, Glowking and Blissey are threatened by Scizor.
Heatran is fine but Scizor is cooler, also tran scares out the steel types you want to lure in and weaken. I would probably like heatran more if Kyurem could grab momentum or alongside another partner that could draw those steels in. Does better than Scizor vs glowking and clefable, though again, Scizor is more fun, especially alongside its lifelong partner rotom-w.
Melmetal we already used it so it's my least favourite for me only because of that lol it's still a good pick.