Conkeldurr - I quite like this set, the only thing I could suggest iw that you work Ice Punch in there to deal with Gliscor, which otherwise presents itself as somewhat of a problem.
Hydreigon - Choice Scarf Hydreigon is a favorite of mine, but I am going to suggest a slightly different set, one that I use a lot, and it always produces satisfactory results in tersm of late game sweeping and revenge killing.
Hydreigon @ Choice Scarf
EVs: 4 Atk / 252 SAtk / 252 Spd
Rash Nature (+SAtk, -SDef)
- Draco Meteor
Draco Meteor is powerful STAB and is most often used to kill enemies either on the switch or as a surefire way to revenge kill non-steel types. Flamethrower and Surf are reliable and give a wide range of coverage, and U-turn is for scouting, building momentum, and revenge killing.
Gothitelle - I have never used Gothitelle but I know how to and you are doing it right. My only suggestion is that you change the EVs to 252 SAtk / 4 SDef / 252 Spd.
I suggest you change Spiritomb for Sableye.
Sableye - I use Sableye quite a bit and Prankster Sableye is extremely trolly.
Sableye @ Leftovers
EVs: 252 HP / 120 Def / 136 SDef
Calm Nature (+SDef, -Atk)
- Night Shade
Zoroark - I kind of like physical Zoroark, although the opponent is going to figure you out as soon as you Swords Dance. U-turn is a bad move to have on the same set as Swords Dance, as you will lose your Attack Boost when you switch. I have another set for you to use, and I think this one will suit your needs as a surprise physical sweeper better than your currrent set.
Zoraork @ Life Orb
EVs: 252 Atk / 40 SAtk / 216 Spd
Naughty Nature (+Atk, -SDef)
- Swords Dance
- Low Sweep
Swords Dance gets Zoroark up to extremely dangerous levels of Attack, and Suckerpunch makes it basiclaly impossible for anything to attack him without being destroyed by STAB +2 Suckerpunch. Flamethrower might seem like an odd choice for a Swords Dance Sweeper but it does a good job taking care of the slew of Steel types in OU, which will be switching in to wall your Dark type STABs. Low Sweep rounds off Zoroarks coverage and allows very few things to resist his moves.
Gengar - I like Gengar here, he is a very effective pokemon, but I am going to give you another set that is actually very similar.
Gengar @ Black Sludge
EVs: 4 HP / 252 SAtk / 252 Spd
Timid Nature (+Spd, -Atk)
- Focus Blast
- Hidden Power [Fire] / Thunderbolt
- Shadow Ball
Focus Blast and Shadow Ball get almost perfect coverage, and Substitute makes Gengar able to take many hits that would otherwise kill him. Hidden Power would be for killing things like Ferrothorn, and Thunderbolt would be better for optimum coverage.