Ambipom-While I do like the basic idea behind this, you are still completely screwed by ghosts. Mismagius is too common a threat in UU to try and pull this off, especially as a lead. Most people are able to predict the fake out on Ambipom, and switch to something resistant or immune, so last resort wouldn't do that much for you. Perhaps go consider payback, which gets boosted by technician when you go first, and gets double power when you go last, so it powers up either way. Especially considering you have several other pokemon with return, you'll kind of want a bit more type coverage than what you currently have on your team.
Claydol-I would suggest changing a few things. Once again, a levitator could come in and block the earthquake, and it's pretty easy to predict since almost every Claydol has earthquake or earth power for their main attacking move. Mismagius could come in and completely shut you out. Even if you can manage to set up enough Comic powers, there's not really much he can do. Rather than do that, I would consider using power split-not to boost your own attack, but to cut your opponent's offensive stats. If possible, go for low offensive IVs to add insult to injury. I would also suggest changing explosion. Even if it's base 250, the halved the defenses it offered in previous generations made a huge difference. Perhaps go with a status move like toxic or stealth rock, that way the opponent is taking damage while you build up defenses or do whatever you decide to go with. He could also try setting up dual screens and make for even more team support on top of the rapid spin.
Nidoking-There's not really much I can say on this. Just slap on a few sweeping moves, and you've got Nidoking.
Braviary-Consider using rock slide, which, If I'm not mistaken, gets a sheer force boost. U-turn would give you a nice way to hit the opponent and switch in with something better able to take a hit.
Azumarill-I would suggest putting ice punch over return, just to deal with grass types a bit better. If you aren't afraid of stuff like water Absorb, you could put a choice band on it. In most cases, it has to use aqua jet to get over its crappy base 50 speed. Since you aren't switching moves much, you might as well benefit from that too.
Gallade-Substitute is a nice thing to throw on him. If he can set that up after forcing a pokemon out of play, it makes it that much harder for the opponent to break through him. By the time he's out, he'll be too physically bulky for the opponent to dent him, and he'll have the substitute up again to deal with special attacks.