It might be a good idea to get an ice type with good sp. defence for mega Flygon, so delta gardevoir or maybe even gallade could do well, although I prefer d. gardevoir, mainly because thunderbolt and ice beam are generally better moves than icicle crash and wild charge.
A strong fighting type sweeper would also be good to take care of kyrem, armoured tyranitar and d. hax. Personally, I would go with Blaziken, but since you seem to want to use deltas, mega d. bisharp might be best. A super effective high jump kick should be enough to take them out (I think, but I could be wrong). You could also have a set up pokemon to baton pass hone claws onto it to raise its accuracy and damage.
So then we get onto delta volcarona. There isn’t very much for me to recommend since it has no weaknesses. I would hit it with mainly physical moves, and hopefully inflict some sort of status condition on it, probably either sleep or being frozen.
Although this doesn’t use a delta, it would use a new mega, so maybe you could consider it? You could use mega donphan instead of d. bisharp and you would be able to hit d. volcarona with a super effective earthquake because of its ability. Due to delta volcarona’s physical defence stat being not much more than average, and mega donphan’s amazing attack stat, that could be a pretty much guaranteed OHKO. This also kind of applies to delta Haxorus as well since it would also be super effective. It should probably be able to tank an aqua tail since although it is super effective, mega donphan has a crazy defence (150).
This would leave you unable to use delta bisharp as a mega, but it could be still be useful with a life orb or an item that boosts attack, as well as having a baton passer with agility or something similar.
Then we get onto shadow mewtwo. My counter for this would depend on whether you decide to use mega donphan. Delta metagross (spider) seems to be a solid bug type, shadow mewtwo’s 4x weakness, however it is also part ground so would only work without mega donphan to avoid repeated types.
My other solution would be to use d. Chandlure as it has a good sp attack stat and a stab super effective moonblast could be enough to take it out, especially with a pixie plate.
So I believe that that would be able to take him out, although I don’t really remember my own battle with him clearly so I’m not 100% sure it would work, but it’s worth a try right?