I'd say your core is great! Combining FWG and DSF cores provide great synergy in your team; making it easy to build your team around. I have tried a core of Azumarill + Heatran + M-Sceptile and it worked pretty well as an offense core. (Side Note: I thought that the Dragon / Fairy / Steel core was called the Dragon / Princess / Knight core).
I'll only be making a few adjustments to your individual Pokemon.
On M-Charizard X, try using Jolly Nature so that you can outspeed threats like Scarfed Landorus-Therian (after one D-Dance boost). You could also change Roost --> Earthquake for better coverage, but Roost is an equally good move. I recommend using both to see which works better.
Azumarill is good, but why the complicated EVs? Just try 240 HP / 252 Atk / 16 Sp. Def first. The Nature should also be Adamant so that it deals enough damage.
Ferrothorn doesn't really need much improvement too. Just try Thunder Wave / Power Whip > Protect because Protect is a situational move. I'm not sure if you're playing Singles or Doubles, but in Singles, Thunder Wave / Power Whip is generally preferred.
Anyways, I hope I helped!
Here are the changes (in Bold)
Charizard-Mega-X (M) @ Charizardite X
Ability: Tough Claws
Level: 50
EVs: 60 HP / 252 Atk / 196 Spe
Adamant / Jolly Nature
- Flare Blitz
- Dragon Dance
- Dragon Claw
- Roost / Earthquake
Azumarill (M) @ Assault Vest
Ability: Huge Power
Level: 50
EVs: 240 HP / 252 Atk / 16 Sp. Def
Adamant Nature
- Waterfall
- Superpower
- Play Rough
- Aqua Jet
Ferrothorn (M) @ Leftovers
Ability: Iron Barbs
Level: 50
EVs: 252 HP / 188 Def / 68 SpD
Relaxed Nature
IVs: 0 Spe
- Stealth Rock
- Thunder Wave / Power Whip
- Leech Seed
- Gyro Ball
Also, the levels should be 100, unless if the level is automatically set to 50.
