Well, it's up to competitive opinion because it depends on your team, but mine would personally run Life Orb.
Do U a Sneak (Marshadow) @ Life Orb
Ability: Technician
EVs: 252 Atk / 4 SpD / 252 Spe
Adamant Nature (+Atk, -SpA)
- Rolling Kick / Force Palm / Close Combat
- Spectral Thief
- Shadow Sneak
- Rock Tomb
Pretty basic Life Orb set. Shadow Sneak STAB Technician priority, Rock Tomb Technician+coverage (it's actually more accurate than Rock Slide), three Fighting STAB options depending on what you want (power or an effect - beware of Rolling Kick's accuracy though), and Spectral Thief which is absolutely broken on a lot of setup opponents.
That's my two cents. Please forgive the dank nickname, it's a habit.
EDIT: I forgot what you were actually asking. xD I know you didn't necessarily ask for a moveset, but it helps to know what to use once you have the item, right? I would want to save the Z-Crystal, at least from my point of view at the moment (I haven't played Ubers in years). Its Z-Move is just power, right? No special effect?
When I first found Marshadow, I thought its stats would work great with a Scarf, but its typing would often result in locks to the opponent's immunities. And it gets Technician, so a 90 BP Shadow Sneak should work great without it. A Spell Tag wouldn't be recommended for competitive because you're locked to one type, but we do have two Ghost moves.....eh, not the point entirely, the boost it gets from a tag is weak. I honestly think Life Orb is the most worth your while.
EDIT 2 (requested by above post): I understand that you might want to run Drain Punch to make up for the Life Orb, but Marshadow's frail anyway so my philosophy is to go for bonecrushing hits while you can. You most likely won't get the kills you want using Drain Punch, and the recovery you do get will not only be undercut by my life orb set, but it wouldn't help a whole lot anyway because something like Ho-Oh, Mega Salamence, or Sky Shaymin would rip you to shreds with a Flying move, and and pretty much anything in the tier learns Psychic, and either case would do you immense damage and you wouldn't recover well. You'd also get erased by Xerneas and probably Lunala too, heck there's even a chance Solgaleo could do it.
What you could do would be to try and set up a Bulk Up set with Drain Punch (don't run Life Orb here, probably Leftovers), but I don't know how well that'd go for you in Ubers.
