Mega Gardevoir isn't really intended for sweeping, but more for wall breaking with its sheer power. As you mentioned, it's a bit too slow and too frail to be particularly effective as a sweeper. A lack of setup moves reinforces this.
By the way, which Dragon Pokemon is it failing to OHKO? I did some calculations, and Gardvoir should be able to OHKO every viable Dragon Pokemon bar Multiscale Dragonite (which you can't really expect to OHKO anyway).
If you're interested in a Fairy Pokemon that can sweep, try Dragon Dance Mega Altaria or Rock Polish Mega Diancie.