The Focus Sash won't protect you from Menemto's effects, so they are both useless. Anyway, Zoroark is a great sweeper so wasting him on Memento is an idea I'm not a fan of.
Still, I can help you with the rest:
You moveset looking good - though Flamthrower is more reliable than Bounce, still consider it as it covers both Bug and Fighting weaknesses.
Don't think about Illusion too much though - all it is is an illusion of another Pokemon - just treat it as a normal Zoroark as no moves/types/abilities will change. Illusion is just a confuse-the-opponent strategy - so it is pointless fighting in game trainers. If this is a competitive Zoroark (meaning part of an online team) than the ability may be of slight use - say you were disguised as Gengar and an opponent attacked with Brick Break - it would still be Super-Effective. STAB effects don't change either - so even as disguised as Weezing, still use STAB Dark Pulse from Zoroark.
So think that Illusion didn't exist and use Zoroark as a normal Pokemon. There are some great movesets for Zoroark here, so consider some of the ideas there.
Hope this helps :)