You can complete Sun’s dex with Sun and Ultra Moon.
You cannot, however, complete Ultra Moon’s dex with those two games because of the Ultra games’ expansion of the Pokedex which includes some new version exclusives, which include:
- The Houndour family
- The Golett family
- The Clauncher family
- Some fossil Pokémon, including the Omanyte, Anorith, and Tyrunt families
- Blacephalon (as you mentioned)
I believe that’s it. Please let me know if I am missing anything.