Rotom-W counters both Talonflame and Gyarados (well, not Mega Gyarados, but it counters all standard regular Gyarados sets) and isn't weak to Ice (since its Water/Electric). So you can add that to your team, replacing Swampert (who is good in the lower tiers, but not really in Battle Spot or OU).
-Rotom Wash w/Chesto Berry
Nature: Bold
Ability: Levitate
EVs: 252 HP, 252 Defense, 4 Sp.Attack
Moves: Hydro Pump, Volt Switch/Thunderbolt, Rest, Will-o-Wisp
And since you now have your Gyarados/Talonflame counter, you can drop Heatran if you don't like it. You're going to need a good Steel type or Poison type to deal with Conkeldurr and Hydreigon's Fairy weakness though. Personally, I'd go with a Steel type because it also resists Psychic. A couple of pokes to consider are:
-Scizor w/Choice Band
Nature: Adamant
Ability: Technician
EVs: 252 HP, 252 Attack, 4 Speed
Moves: Bullet Punch, U-Turn, Superpower, Pursuit
or
-Scizor w/Life Orb
Nature: Adamant
Ability: Technician
EVs: 252 Attack, 252 Speed, 4 HP
Moves: Bullet Punch, X-Scissor/Bug Bite, Brick Break/Superpower, Swords Dance
or
-Scizor w/Leftovers
Nature: Adamant
Ability: Technician
EVs: 252 HP, 40 Attack, 212 Sp.Defense
Moves: Bullet Punch, Roost, Swords Dance, Brick Break
-Mega Aggron w/Aggronite
Nature: Impish
Ability: Sturdy (Filter)
EVs: 252 HP, 252 Sp.Defense, 4 Attack
Moves: Iron Head, Thunder Wave, Stealth Rock, Roar/Earthquake
or
-Mega Aggron w/Aggronite
Nature: Impish/Careful
Ability: Sturdy (Filter)
EVs: 252 Attack, 252 Sp.Defense, 4 HP
Moves: Iron Head, Rest, Sleep Talk, Roar/Dragon Tail/Curse
If you need sets for your other team members, here ya go:
-Sylveon w/Leftovers
Nature: Bold
Ability: Pixilate
EVs: 252 HP, 244 Defense, 12 Sp.Attack
Moves: Wish, Protect, Hyper Voice, Heal Bell/Toxic
If Pixilate and/or Hyper Voice is not availalbe to you, Cute Charm and Moonblast are ok to use.
-Conkeldurr w/Leftovers
Nature: Adamant
Ability: Guts/Iron Fist
EVs: 252 attack, 252 Sp.Defense, 4 HP
Moves: Bulk Up, Drain Punch, Mach Punch, Payback/Stone Edge/Poison Jab
And then there's Assault Vest Conkeldurr, but I don't remember how that goes.
-Hydreigon w/Life Orb
Nature: Rash/Mild/Modest
Ability: Levitate
EVs: 40 Attack, 236 Sp.Attack, 232 Speed or 4 HP, 252 Sp.Attack, 252 Speed
Moves: Draco Meteor/Dragon Pulse, Dark Pulse, Iron Tail/Superpower/Flash Cannon, Fire Blast/Roost
Steel types aren't much of a threat to Hyderigon, btw. It has the moves and stats to deal with them. Its those Fairies its gotta watch out for.
And then Celebi:
-Celebi w/Leftovers
Nature: Calm
Ability: Natural Cure
EVs: 252 HP, 236 Sp.Defense, 20 Speed
Moves: Recover, Baton Pass/U-Turn, Giga Drain/Psychic, Thunder Wave
or
-Celebi w/Life Orb
Nature: Modest
Ability: Natural Cure
EVs: 60 HP, 252 Sp.Attack, 192 Speed
Moves: Leaf Storm, Earth Power/Psychic/Hidden Power Fire, Recover, Thunder Wave/U-Turn
Given Mega Aggron's already huge Defense, there isn't much reason to use full Defense investment:
-Stealth Rock
-Heavy Slam/Iron Head
-Thunder Wave/Ice Punch
-Earthquake/Rock Slide
Nature: Relaxed
EVs: 252 HP/16 Def/240 SDef
Item: Aggronite
Ability: Sturdy
or
-Rest
-Sleep Talk
-Heavy Slam/Iron Head
-Earthquake/Ice Punch
Nature: Relaxed
EVs: 252 HP/16 Def/240 SDef
Item: Aggronite
Ability: Sturdy
Wash Rotom needs 44 Speed EVs to outspeed Jolly Azumarill: 248 HP/216 Def/44 Spe.
Knock Off is also an alternative for Scizor due to the power buff:
-Swords Dance
-Bullet Punch
-U-turn/Bug Bite/X-Scissor/Knock Off
-Roost
Nature: Adamant
EVs: 248 HP/40 Atk/220 SDef
Item: Leftovers
Ability: Technician
or
-Swords Dance
-Bullet Punch
-U-turn/Bug Bite/X-Scissor
-Superpower/Knock Off
Nature: Adamant
EVs: 252 Atk/4 SDef/252 Spe
Item: Life Orb/Leftovers
Ability: Technician
or
-U-turn
-Bullet Punch
-Superpower
-Pursuit/Knock Off
Nature: Adamant
EVs: 248 HP/252 Atk/8 SDef
Item: Choice Band
Ability: Technician
Assault Vest is the best set for Conkeldurr this generation, since it learns valuable moves this generation and it won't have time to set up given the prominence of Fairies:
-Drain Punch
-Mach Punch
-Knock Off
-Ice Punch/Stone Edge
Nature: Adamant
EVs: 252 Atk/236 SDef/20 Spe
Item: Assault Vest
Ability: Guts
The reason why Sylveon's last 12 EVs are into Speed is so that it can outrun 0 Speed Tyranitar.
Defensive Celebi won't really cut it anymore because top threats like the Mega Charizards and Thundurus have ways to deal with Celebi:
-Nasty Plot
-Psychic
-Earth Power/Hidden Power (Fire)/Giga Drain
-Baton Pass
Nature: Timid
EVs: 252 SAtk/4 SDef/252 Spe
Item: Life Orb
To add on to Anti's post, here are the ideal sets of the Pokemon he listed:
Aegislash:
-Substitute
-Toxic
-Shadow Ball
-King's Shield
Nature: Modest
EVs: 244 HP/252 SAtk/12 Spe
Item: Leftovers
or
-Shadow Ball
-Shadow Sneak
-Pursuit/Iron Head/Sacred Sword
-King's Shield
Nature: Quiet
EVs: 244 HP/252 SAtk/12 Spe
Item: Leftovers
or
-Shadow Ball
-Shadow Sneak
-Flash Cannon/Sacred Sword
-Sacred Sword/Pursuit/King's Shield
Nature: Hasty/Naive
EVs: 4 Atk/252 SAtk/252 Spe
Item: Life Orb/Spooky Plate/Spell Tag
or
-Swords Dance
-Shadow Sneak
-Iron Head/Shadow Claw
-Sacred Sword/Head Smash
Nature: Adamant
EVs: 252 Atk/4 SDef/252 Spe
Item: Life Orb
or
-Autotomize
-Shadow Ball
-Hidden Power (Ice)
-Sacred Sword/Iron Head/Flash Cannon
Nature: Rash/Modest
EVs: 124 Atk/252 SAtk/132 Spe
Item: Life Orb/Weakness Policy
Bisharp:
-Sucker Punch
-Iron Head
-Knock Off
-Pursuit/Swords Dance
Nature: Adamant
EVs: 4 HP/252 Atk/252 Spe
Item: Life Orb/Dread Plate/Black Glasses
Ability: Defiant
Thundurus:
-Thunderbolt
-Hidden Power (Ice)
-Focus Blast/U-turn
-Thunder Wave
Nature: Timid/Naive
EVs: 4 Def/252 SAtk/252 Spe
Item: Leftovers/Life Orb
Ability: Prankster
or
-Nasty Plot
-Thunderbolt
-Hidden Power (Ice)
-Focus Blast/Substitute/Thunder Wave
Nature: Timid
EVs: 4 Def/252 SAtk/252 Spe
Item: Life Orb/Leftovers
Ability: Prankster
or
-Wild Charge
-Knock Off
-Superpower
-Hidden Power (Ice)/U-turn/Fly
Nature: Naive/Jolly
EVs: 252 Atk/4 SAtk/252 Spe
Item: Life Orb/Power Herb
Ability: Defiant
or
-Thunderbolt
-Knock Off
-Superpower
-Hidden Power (Ice)/U-turn/Taunt
Nature: Naive
EVs: 76 Atk/180 SAtk/252 Spe
Item: Life Orb
Charizard Y:
-Fire Blast
-Solar Beam
-Focus Blast
-Dragon Pulse/Roost
Nature: Timid/Modest
EVs: 4 Def/252 SAtk/252 Spe
Item: Charizardite Y
Mega Gyarados:
-Dragon Dance
-Waterfall
-Earthquake
-Ice Fang/Stone Edge/Bite
Nature: Adamant
EVs: 252 Atk/4 Def/252 Spe
Item: Gyaradosite
Ability: Intimidate
Mega Tyranitar:
-Dragon Dance
-Stone Edge/Crunch
-Ice Punch/Crunch
-Earthquake
Nature: Jolly
EVs: 4 HP/252 Atk/252 Spe
Item: Tyranitarite
Ability: Sand Stream