Nah so what if my suggestion seems a little un-original. The reason I didn't answer before was that my thoughts looked like a complete rip off from Se jun Park's team, but ehh I still think that it's the best I could come up with.
The team looks a lot like it has been pulled out of singles and slapped into VGC (or so I think, with Umbreon and hazards on it). Sadly many strategies that may be extremely successful in singles may not show cause in VGC, due to double targeting, 4 pokemon only, faster pace etc.
A thing about teams though, if you make them overly sophisticated to setting up, you would lose out on a lot of team slots, that could have been utilized better. For example almost every good team has a counter for Trick Room, which this one lacks.
As I begin with the 'mon analysis, I'll replace two pokemon that I felt didn't really work out for this team, and unnecessarily clogged up a slot. Hope you like it :)
Roserade:
Roserade @ Life Orb
Ability: Technician
EVs: 252 SpA / 252 Spe / 4 Def
Timid Nature
- Leaf Storm / Magical Leaf
- Sludge Bomb
- Hidden Power Fire
- Protect
Ok hazards really don't work out in VGC. Matches that get over in about eight turns demand more immediate means of damage, and Roserade's role in VGC is supposed to be all about that. Life Orb Roserade is all about hitting hard and fast, with the support of Tailwind (or T-Wave, I'll get to it in a sec).
The spread for this one is fairly simple as under Light Screen, it (along with most of it's partners) can take some pretty obscene hits without investment. Outside of this it's not recommended to leave out on any of Roserade's offenses, because without them it's just your usual rose.
HP Fire works well with Technician, now that it's power is stabilized to 60, while the choice between Leaf Storm and Magical Leaf is yours. Sludge Bomb outright KOs many unsuspecting Fairies as well.
Klefki:
Klefki @ Rocky Helmet
Ability: Prankster
EVs: 252 HP / 124 Def / 132 SpD
Impish Nature
- Safeguard
- Light Screen
- Foul Play
- Thunder Wave
I made a few changes in Klefki, which was otherwise good to go. I changed it to a mono-screen set, as I wanted to accommodate a slot for Safeguard. It's an amazing support move against status, which can single-handedly stop pokemon that are used for their ability to spread it. For example Smeargle (Dark Void), Amoonguss (Spore), Thundurus (Priority T-Wave), and the endless count of pokemon that burn.
As now you have just one screen, Light Clay becomes more redundant. So to ward off the ill intentions of physical attackers, I've attached to it a Rocky Helmet.
The said spread allows it to live some crazy hits, including but not restricted to:
>252+ Atk Landorus-T Earthquake vs. 252 HP / 124+ Def Klefki: 132-156 (80.4 - 95.1%) -- guaranteed 2HKO
>252+ SpA Heatran Heat Wave vs. 252 HP / 132 SpD Klefki: 132-156 (80.4 - 95.1%) -- guaranteed 2HKO
>252 SpA Mega Salamence Fire Blast vs. 252 HP / 132 SpD Klefki: 116-138 (70.7 - 84.1%) -- guaranteed 2HKO
And that's before the screen comes up.
Pachirisu:
Pachirisu @ Sitrus Berry
Ability: Volt Absorb
EVs: 252 HP / 252 Def / 4 SpD
Calm Nature
- Protect
- Follow Me
- Super Fang
- Nuzzle
Pach seemed good to go really. I just tweaked the spread a little, changing it to more HP investment over SpD, while removing the useless attack investments. I've also put in Nuzzle, a move that can paralyze without being blocked by Taunt. Combined with Klefki's T-Wave, this provides a means of speed management for you.
/ 
Latias:
Latias @ Latiasite
Ability: Levitate
EVs: 180 HP / 124 Def / 84 SpA / 120 SpD
Bold Nature
- Protect
- Tailwind / Calm Mind
- Psyshock
- Dragon Pulse
Alternative to Mega Latias is using a normal Latias with Leftovers, but this set works too. Given spread I've tried here gives it the bulk to live an Adamant Life Orb Mamo's Icicle Crash, while the SpA investments ensure that without any boosts, you are able to deal only a little below half to a usual Rotom-W.
Also, since you two paralyzing pokemon in your team, it's dependent on your discretion if you want a third* means of speed management in Tailwind. If you do, by all means go for it. If not, then run Protect for safe plays.
(*NOTE: Rotom-W tend to carry Sitrus Berry. If the damage dealt is not a huge deal over half, like in this case, then it would just heal a lot of it's health back from Sitrus. So to deal max damage, under half is usually safer.)
→ 
/ 
Gyarados:
Gyarados @ Gyaradosite
Ability: Intimidate
EVs: 4 HP / 252 Atk / 252 Spe
Adamant Nature
- Protect / Substitute
- Dragon Dance
- Earthquake
- Waterfall
Another problem with having too many pokemon that set-up and have no other use is that you lose out on a lot of offensive pressure. As your team was earlier, only two pokemon were really meant for offense. So I picked out the least productive one (sadly Umbreon has to go ;~;) to show off some big guns. Enter the Dragon.
Although not a Dragon, Gyarados is a terrifying pokemon if it's doing what it wants to. Intimidate support is welcome on most teams, despite the introduction of Milotics and Bisharps. It's mega is one of the few pokemon that has known to successfully pull off Dragon Dance sets in VGC, so you might as well use it. To further help it, you already use a Pachirisu that can soak up Electric type attacks for HP. The spread is very simple yet helpful; hit as hard as possible and as quickly.
Substitute is so that you don't have to deal with status in those times you don't have Safeguard up, and to aid D-Dance set ups. However, Protect can also come here. At the same time, you could scrap D-Dance altogether and run a bulkier Protect / Substitute / Earthquake / Waterfall set here. Preferable to run a custom spread if you're choosing this option for more bulk.
→ 
Talonflame:
Talonflame @ Charcoal
Ability: Gale Wings
EVs: 252 Atk / 164 SpA / 92 Spe
Naive Nature
- Brave Bird
- Overheat
- Taunt / Protect
- Quick Guard
Taunt counter is now no longer needed, as you have enough of it by now. Talonflame doubles up as your priority and your Trick Room counter. This particular set though; it actually wanders a little further to run Overheat to KO the several pesky Intimidate pokemon and Aegislash. Quick Guard helps against priority moves, which is mostly useful, while Taunt can be run to shut down many pokemon that set up as well.
Taunt can also be forgone for Protect, again for safer plays.
Here's a link to the team's synergy.
I hope this helped!
