I would never use Moonlight in competitive play, weather teams are everywhere and besides, he gets Wish, which is a lot better for overall team support. Also, I believe Toxic is quite needed on Umbreon, because most of the time people expect you to use Mean Look so they usually switch to something with Roar or Taunt. If you choose to put Taunt on Umbreon, it will stop them from roaring you away, but Gyarados is so common in OU play, and with his higher base speed he will Taunt you before you Taunt him, so at least you can Toxic him on the switch. You could try an Umbreon with a lot of speed EV investment to potentially outspeed Gyarados, but then his walling abilities will not be as good.
As for Curse Umbreon, I'm a huge critical hits paranoid, so I wouldn't bother with it. This is the set I suggest:
Toxic
Mean Look
Baton Pass
Wish
It could work great with Toxic Spikes teams who can't poison the flying types and levitators.