The Pokemon and most of the sets are okay, but some of the sets do need quite a bit of work.
Groudon
Aerial Ace on Primal Groudon is bad since it can't Dynamax to use it to boost its speed. Instead I recommend using either Stealth Rock, since your team lacks a Stealth Rock setter, or Rock Polish for a Double Dance set. 16 Speed is also pretty weird, try running 152 to outspeed Adamant Necrozma-DM or 192 and Jolly for outspeeding pre-Dragon Dance Zygarde-Complete.
Cinderace
With Court Change I'm pretty sure all Cinderace run Heavy-Duty Boots to avoid being chipped by rocks. Bounce is also pretty useless outside of Dynamax so getting rid of the Z-move would be beneficial. Otherwise the set looks fine.
Rayquaza
Leftovers is a bad item for Rayquaza since it's not very bulky. Instead, offensive items like Life Orb, Choice Band, or Choice Scarf can be used. Also, Dragon Claw is bad, since it literally does not hit anything and Adamant Life Orb Dragon Ascent will OHKO most other Dragons anyway. Instead I recommend Earthquake to stave off Steel types like Zacian and Necrozma-DM, as well as Primal Groudon and the occasional Tyranitar.
Zacian
Play Rough is usually not needed on Zacian as Behemoth Blade destroys all the Darks, Fightings, and Dragons that it hits super effectively. Instead use Wild Charge to do big damage to Ho-oh and Bulky waters such as Kyogre. Consider replacing Sacred Sword with Close Combat to more heavily dent some of its counters such as Quagsire and Necrozma-DM. The Defense drops don't matter all that much because you'll probably switch right after anyway.
Calyrex-Shadow
First of all, you have Choice Specs on the same set as Calm Mind and Baton Pass, which is not good. Try something more like Astral Barrage + Psyshock + Trick + Aromatherapy / Nasty Plot.
Marshadow
I'm not sure what the point of having Heavy-Duty Boots on this Marshadow is. It resists Stealth Rock and HDB takes off an item slot which could've been used in a better way, like Choice Band or Life Orb greatly increasing its power level. Both Poltergeist and Spectral Thief is also not needed. If you plan to keep it, try running one of these sets instead.
Marshadow @ Life Orb / Marshadium Z
Ability: Technician
EVs: 252 Atk / 4 SpD / 252 Spe
Jolly Nature
- Close Combat / Drain Punch
- Bulk Up / Rock Tomb
- Poltergeist / Spectral Thief
- Shadow Sneak
Marshadow @ Choice Band
Ability: Technician
EVs: 252 Atk / 4 SpD / 252 Spe
Jolly Nature
- Close Combat
- Shadow Sneak
- Poltergeist / Spectral Thief
- Spectral Thief / Pursuit / Rock Tomb
However, Marshadow may not be the best use for the last Pokemon slot. You already have a very strong Ghost-type attacker in Calyrex-S, and the one thing I think you lack from this team is a Defogger. Therefore, I recommend Bulky Yveltal instead. For example:
Yveltal @ Heavy-Duty Boots
Ability: Dark Aura
EVs: 252 HP / 4 Def / 252 SpD
Careful / Sassy Nature
- Roost
- Defog
- Knock Off / Snarl
- U-Turn / Foul Play / Snarl
Please comment if you think I missed something or did something wrong. Thanks for reading, and hope I helped!