I'm not going to tell you how to use them together as a team, but as individuals so you can use them with other Pokémon
This is the set I recommend for Heatmor:
Heatmor @Assault Vest
Trait: Flash Fire
Modest Nature
EVs: 144 Hp, 252 SpA, 112 SpD
-Giga Drain
-Flamethrower
-Focus Blast
-Hidden Power Ice
Set I recommend for Durant:
Durant @Focus Sash
Trait: Swarm
Jolly Nature
EVs: 252 Atk, 252 Spe, 4 Def
-X-Scissor
-Iron Head
-Rock Slide
-Superpower
Set I recommend for Dewgong:
Dewgong @Leftovers
Trait: Hydration
Calm Nature
EVs: 252 Hp, 252 SpD, 4 SpA
-Rest
-Sleep Talk/Rain Dance
-Scald
-Hidden Power Grass
Set I recommend for Yanmega:
Yanmega @Life Orb
Trait: Speed Boost
Timid Nature
EVs: 252 SpA, 252 Spe, 4 SpD
-Protect
-Giga Drain
-Air Slash
-Bug Buzz
Set I recommend for Mr. Mime:
Mr. Mime(F) @Assault Vest
Trait: Technician
Modest Nature
EVs: 252 SpA, 252 Spe, 4 SpD
-Icy Wind
-Psyshock
-Dazzling Gleam
-Thunderbolt
Hope I helped!