The format / rules you're playing with is the deciding factor. But, generally in competitive singles Thief and Night Slash are inferior options to Knock Off, hence neither one of them.
Stealing an item is effective in-game for farming, but it's not the same case in competitive. Thief fails if you're holding an item, and it's a huge waste to not put Choice Band / Life Orb / Leftovers, etc. on Scizor. The Technician boost may seem appealing, but it's not worth when you can just Bullet Punch foes. Meanwhile, Night Slash's increased crit ratio is just gambling. Some Pokemon that have Super Luck and hold Scope Lens can use it, but those are Dark-types (eg. Honchkrow) that get STAB. Crit Night Slash on Scizor doesn't do worth really.
What to use then?
Scizor is always running Bullet Punch as you know. U-turn is also aN abudantly used move, and the rest generally dependS on the role it tries to fulfill. Specially Defensive Scizor is always Bullet Punch / Roost / U-turn / Defog or Swords Dance as its main role is to be a tank, not an all-hitter.
Offensive Scizor generally uses Knock Off, Superpower, etc. for coverage in SS OU. But with the removal of both in BDSP, you'd rely on Brick Break on hitting Steel-types. Quick Attack is also a more niche option, at least better than Thief or Night Slash. It can pick up even a slightly chipped Starmie at +2, which is helpful as it resists Bullet Punch and is faster.
tl;dr Brick Break for coverage, and Defog / Roost for utility apart from the dual STABs.
Scizor @ Life Orb / Leftovers
EVs: 252 HP / 4 Atk / 252 SpD or 248 HP / 252 Atk / 8 SpD
Adamant / Careful Nature
- Swords Dance / Defog
- Brick Break / Roost
- Bullet Punch
Note that you have yet to specify the format which can affect the set, but this are the widely used sets for BDSP OU singles and should also work in other competitive formats.