This is a pretty decent team IMO. There are only a few changes I recommend you make.
Zapdos
Good set, I'd just replace Life Orb with Leftovers so that it has even more longevity, and since Life Orb isn't necessarily beneficial because of the HP drop.
Uxie
Good set, but I would suggest not running Max Speed. It's up to you though.
Sigilyph
I would say Toxic Orb over Flame Orb so that it isn't cancelled out by Leftovers, and because Guts + Flame Orb users will have more trouble staying alive while Toxic'ed than while Burned. Plus, after some Cosmic Powers all attackers are blocked, not just Physical ones. I would also recommend Calm or Bold nature over Timid, as this really makes it a good Defensive Pokemon.
Conkeldurr
Good, just perhaps change 4 Def to 4 SpD since its Special Defense is weaker (95 to 65)
Landorus
I don't recommend Defog for this, as Uxie's screens would be Defogged away if you do. Maybe try Fly for Flying STAB?
Milotic
I would give Milotic Bold Nature and more Defense EVs to make up for its lesser Defense stat if you plan to keep it. I would use Toxic instead of Refresh to fulfill its role as a successful staller, but since you have Sigilyph I think it's fine.
If you plan to replace it, I highly recommend Rapid Spin Excadrill. Rapid Spin clears away opponent's hazards without destroying your Screens, and it can work as a backup Stealth Rock setter. Its Steel / Ground typing deals with Clefable (yup), Tapu Koko, Magearna, and Mimikyu. Sample set:
Excadrill @ Leftovers
Ability: Mold Breaker
EVs: 252 Atk / 4 SpD / 252 Spe
Jolly Nature
- Earthquake
- Iron Head
- Stealth Rock
- Rapid Spin
Your team also lacks Mega Evolutions and Z-moves, but none of them fit very well on the team, so you don't need to worry about that.
Thanks for reading. Hope I helped!
