The moveset is fine, except for Rapid Spin is slightly iffy. If the opposing team sets up Stealth Rock, three Spikes, double Toxic Spikes, and Sticky Web then a Spinner is desperately needed, but usually I manage to take care of the Spiker only after a measly Stealth Rock was set up. The ability needs to be changed immediately. If you want him to take advantage of the extra speed boost from a sandstorm, have him learn Sandstorm and preferably hold a Smooth Rock. However, none of the other Pokemon in your party would benefit from a sandstorm, and taking up a precious moveslot for setting up weather that would damage your other Pokemon is just not worth it. So exchange Sand Rush for Mold Breaker, which actually helps you a lot because it allows you to hit Levitate Pokes with Earthquake. Also, the other team's not going to hit an Excadrill with a Ground-type attack anytime soon, so ditch the Air Balloon for anything else. Please. Maybe a Choice Band or Life Orb if you want to hit especially hard.
Ok, I know how to solve your dilemma. If you want Ferrothorn to be your lead, keep Stealth but ditch Spikes --- Flying-type and Levitate Pokemon wouldn't take any damage from Spikes, but Talonflame would be absolutely murdered by Stealth Rock. If you don't want it to be a Spiker at all, ditch both Stealth and Spikes for Power Whip. Take advantage of the 120 base power! With STAB and Ferro's not-too-shabby attack, it could do quite a lot of damage. As for the last slot, see as you fit. Experiment with what you want your Ferrothorn to do. Gyro Ball and Leech Seed are perfect. No change needed with those two.
Good, you understand about synergy! I would say swap Will O' Wisp for something else; another status-condition, if you want it to be the annoying staller, since Scald already gives good chance to burn. Not much else to say... good job!
Oof! This one needs to be fixed up a bit. First, why did you give your Mega Gardevoir imperfect IV's? It was probably an innocent accident, but fix it asap. DITCH PSYSHOCK, FOCUS BLAST, AND PROTECT IMMEDIATELY! Why go for Psyshock when you could take advantage of Psychic, a higher-power move still with STAB? If Focus Blast misses too much, get another attack, perhaps HP Fighting for 100% accuracy or Grass Knot for Tyranitars. And, please, Protect is for stalling and scouting. On a special sweeper? A big no-no. Replace with another attack for further type coverage. Maybe one mentioned above about Focus Blast.
Sharp Beak is useless if you have moves of different types. Unless you're aiming to Brave Bird every Pokemon you face with TFlame, swap for something else. Leftovers would be an excellent option to patch up the wounds inflicted by recoil from Brave Bird. About its nature, go for Adamant. Talonflame already has insane speed, and combined with 252 Spe EVs, its not the slowest Pokemon ever known. Besides, with Gale Wings, you already receive priority for Flying-type moves. If you really want speed, exchange Flare Blitz for Flame Charge, but I don't recommend it.
I love Umbreon to pieces. When I've used it before, it was awesome to stall against the other team and cause rage quitting. That said, it's great at walling, so you're on the right track. However, if you have Foul Play, you want to inflict heavy damage, right? So the best targets would be Physical Sweepers. To make sure your Umbreon doesn't collapse against aforementioned Physical Sweepers, give it 252 Def, 252 SpD, and 4 HP so it can be a balanced Wall with decent bulk. Wish and Protect are fine, and Heal Bell is not too bad if you desperately need the curing. Also, don't Wish party members. As you said, it loses momentum, and Umbreon doesn't have much HP to give in the first place. If you want to pull off full Special Wall + Wish, consider Blissey, who absorbs special attacks like a sponge and has crazy HP.
Dealing with Counters:
All of the Pokemon that you consider to be challenging to subdue are Steel-types. There, include powerful Fire, Fighting, and Ground attacks in your arsenal. For Skarms, a hard Thunderbolt (perhaps from Mega Gardevoir) is enough to kill. Heatrans and Magnezones can be easily be overcome with Earthquake, but for that reason they may carry Air Balloon. Therefore, bring out your Excadrill, Rock Slide once, then Earthquake. As for Magnezone, if you unfortunately get trapped with Ferrothorn, Leech Seed, then alternate Protect with Power Whip. Not guaranteed to work, but practice anticipating switches so you can bring in Excadrill when Magnezone's coming into the battlefield.
Overall your team has potential but has several minor flaws. Patch them up and keep experimenting!