You need natures and EVs on your Pokemon. Those are crucial in competitive play.
Rock Tomb is redundant with the Choice Scarf boost on Heracross. While its Mega form is the better way to use it, regular Heracross can act as a strong hard-hitter with Toxic Orb + Guts. I would've gone with Mega Heracross here, but most of this team is vulnerable to Stealth Rock, and you're going to need Defog support, which Scizor can provide. More info on it will come later:
Heracross:
-Swords Dance
-Megahorn
-Close Combat
-Facade
Nature: Jolly
EVs: 252 Atk/4 Def/252 Spe
Item: Toxic Orb
Ability: Guts
Yanmega is better off just hitting stuff hard. Giga Drain is of better use than Shadow Ball because it hits bulky Water, Rock, and Ground Pokemon harder:
-Bug Buzz
-Air Slash
-Giga Drain
-U-turn/Sleep Talk
Nature: Timid/Modest
EVs: 4 Def/252 SAtk/252 Spe
Item: Choice Specs
Ability: Tinted Lens
With Tinted Lens, Yanmega can afford to stay in and spam any of its STABs, while ignoring most resistances.
However, Volcarona is another alternative for more power and the ability to make itself stronger and faster with Quiver Dance:
-Quiver Dance
-Bug Buzz/Hidden Power (Ground)
-Fire Blast
-Giga Drain
Nature: Timid
EVs: 4 Def/252 SAtk/252 Spe
Item: Life Orb/Lum Berry/Passho Berry
Ability: Flame Body
As mentioned above, Scizor can provide Defog support:
-U-turn/Superpower
-Bullet Punch
-Defog
-Roost
Nature: Impish
EVs: 248 HP/60 Def/200 SDef
Item: Scizorite
Steamroller is a very weak attack. Megahorn is Scolipede's strongest attack and it should be using it if it does decide to go on the offense. Scolipede is also easy setup bait with your current set, and you're better off picking only one setup move to pass away:
-Swords Dance/Iron Defense
-Substitute/Megahorn
-Protect/Megahorn
-Baton Pass
Nature: Timid/Jolly
EVs: 248 HP/20 Def/240 Spe
Item: Mental Herb
Ability: Speed Boost
Both Substitute and Protect help Scolipede stall for Speed boosts. If a Substitute remains intact, it can protect Scolipede and/or the recipient from status or other attacks. Either can be dropped for Megahorn if you don't want Scolipede to be further Taunt bait after its Mental Herb is used up.
Scolipede can also act as a nice offensive Pokemon, as it has a wide move pool:
-Megahorn
-Poison Jab/Rock Slide
-Aqua Tail/Earthquake
-Protect/Swords Dance
Nature: Adamant
EVs: 252 Atk/4 Def/252 Spe
Item: Life Orb
Ability: Speed Boost
Contrary + Shell Smash Shuckle may seem tempting at first glance, but it ends up as setup bait big-time. Encore is Shuckle's way to discourage opponents from setting up while it lays down its hazards:
-Sticky Web
-Stealth Rock
-Encore
-Infestation/Toxic/Knock Off
Nature: Bold
EVs: 248 HP/252 Def/8 SDef
Item: Mental Herb
Ability: Sturdy
Venomoth is the weak link in this team, as you only have one special attacker in either Yanmega or Volcarona; the latter even learns Quiver Dance itself. There aren't too many viable Bug Pokemon out there that don't overlap roles with any of your current team members.
