I feel like physical Mega Glalie utilizes Refrigerate much better than a special one (after mega evolution, obviously), so I'd actually go the Jolly Route (to get off Substitutes/Protects on faster Pokemon). If you are just utilizing one special attacking move like Freeze-Dry (like the smogon/battle tree standard set) always go with Timid.
Good moveset for moody physical mega glalie:
Glalie @ Glalitite
Ability: Moody
Level: 50
EVs: 252 HP / 4 Atk / 252 Spe
Jolly Nature
- Substitute
- Protect / Earthquake
- Return
- Disable / Earthquake
Hope this helped!