My team. Ou

The problem with curse ferro is that it requires a lot of support and even after defensive boosts it falls to fire move, so in general it isn't used much.
This team is also very weak to talonflame teams, since all they have to do is get rid off heatran.
I would rather change ferro to something that can help give this team a more offensive presence. Rock tomb>stone edge on breloom since breloom loves the speed lowering chance esp when something switches in to it! which it utilises by bombing it with tech boosted attacks. You should also consider dropping drain punch for spore since it is the biggest niche it has in the meta. Sash is also the better item for loom since it's p frail and lives in a priority infested meta lol.
Belly jet azu generally tends to suck because of how easily it can be played around, you should use a calm mind keldeo with secret sword, scald and hp flying. Hp flying also helps with venu etc. sword also gets rid of chansey's so that's a plus.
You also need defog support and better hazard distribution. Give rocks to heatran and spikes to ferro. Skarm gets slots for BB and defog, brave bird is p useful since it helps skarm not only wall pins but also wreck it, Reks mega Hera too.
Heatran has a weird set, try lefties heatran with sr,lava plume,earth power, filler.

Skarm is better suited for rocky helmet while ferro likes lefties better.

Hope I helped.

 

So....2 bulky defences as Ferrothorn and Skarmory...with a poor special defense. Your enemy will focus in kill your heatran, one that he end, Breelom, Ferrothorn and Skarmory will be punished by...well the very common Charizard Y, Infernape (Overheat, Flamethrower) and many other special attackers with fire. Once that Heatran, Breelom, Ferrothorn and Skarmory die...the rest could easily die...that is my answer if I don't read all.

Now... Don't hope that Heatran will do everything to protect your Fire Weak Pokémon (and he doesn't have Defense invest), you are giving him a "focusing" from your opponent, he/she will try to kill it fast.

So..

1°reduce your fire weakness (Remove Skarmory or Ferrothorn and add Rotom W, start doing practice with it) I recommend removing Ferrothorn because if you lose your ballon, you will need a "escape" from Ground Moves (Skarmory=Inmunnity)

2°You don't have a Special Wall, solve it (Put Rotom-W as I told you)

3°Think this...There are some bases before building a team, you need to watch Youtube videos and read even the common Smogon's Sets of Pokémon.If you can do this, you will only need practice in prediction and teambuilding.

4° You have a Technician Breloom...so put it Rock Tomb. You gain precision and it is affected for Technician. Remove Life orb..put Focus Sash so if you survive, for example, talonflame you can use rock tomb and give 0KO.

I am trying to help you. I tell you this before you get mad .If someone have a better opinion I will listen, and we could help him together

 

Rotom-W isn't that great as a special wall. I wouldn't put it. Also removing Skarm still gives you ground immunity if you are planning to use Rotom-W (Levitate). In my opinion, make Heatran a defensive one rather then an offensive one. Especially considering the fact that Heatran is usually running Choice Scarf if it is an offensive variant.

Spoiler

Wall Crawler (Heatran) (F) @ Leftovers
Ability: Flash Fire
EVs: 252 HP / 4 SpA / 252 SpD
Calm Nature
- Lava Plume
- Roar / Stealth Rock / Earth Power
- Toxic
- Protect

I'd recommend a set like that. However, you already have a Stealth Rocks setter so that isn't a move you need on the set.
One thing I noticed is that you have no hazard remover. This isn't a good thing.
There is something you could/should do about this. First of all, I'd switch Ferrothorn for a defensive Landorus-T.

Spoiler

Landorus-T @ Leftovers
Ability: Intimidate
EVs: 248 HP / 164 Def / 96 Spe
Impish Nature
- Stealth Rock
- U-turn
- Stone Edge
- Earthquake

Or just change the Ferrothorn set to the standard 252 HP / 252 Def / 4 Atk, Relaxed nature. Either Leftovers or Rocky Helmet. Same 0 Spe EVs ofc.
- Gyro Ball / Power Whip
- Leech Seed
- Protect
- Stealth Rock

This way, you can change Stealth Rocks on Skarmory and put Defog. You could also put Toxic over Spikes. Putting Lando-T on the team makes Greninja an incredibly big threat while keeping Ferro makes Fire-types dangerous, though you have Azu, Latios, and Heatran to resist.

For Latios: please, please, please remove Ice Beam and put HP Fire and remove Thunderbolt and put either Surf or Trick. Ice Beam gets no coverage that Latios already hits. HP Fire removes Steel types that give Latios trouble and Surf gives Latios added coverage.

Remember, you can also add LO Greninja somewhere if you wanted to. It has a great speed tier.

Now, since you are in great need of a Special Attacker, you could keep Ferrothorn and remove Skarmory.
By this, you switch Choice Specs on Latios to LO. Change it's moves to Draco Meteor / Psyshock / Surf, HP Fire, or Roost / Defog.
You can then replace Skarmory with either a physically defensive Rotom-W

Spoiler

Rotom-W @ Leftovers
Ability: Levitate
EVs: 252 HP / 248 Def / 8 Spe
Bold Nature
- Volt Switch
- Hydro Pump
- Will-O-Wisp
- Pain Split

which would add more special attacking pressure on your team. You also have no notable Grass-weakness as you have two 4x resists on the team.

 

I prefer skarmory with leftovers since you want to set up the spikes and stealth rock and whirlwind.
Skarmory has a decent speed, yet I wont choose the red card.
Also put power whip, gyro ball, toxic and protect. Stealth rock is already let by skarmory, so you wont need that.
Everything looks decent if fixing my problems about this team and the reviews right in top of my chat.

 

Assult vest Goodra is a good option, since that thing has monstrous sp. def. And fairys wont be an issue since u have heatran and skarmory