I've played Black 2 extensively, and your Magby will be absolutely fine if it's slightly underlevelled. Indeed, I just used an underlevelled Magby for Burgh --- in a Nuzlocke, no less. Most Pokemon in the Gym are Sewaddle and Swadloon, which have a 4x weakness to Magby's STAB. The Combee shouldn't pose too much difficulty either: they have low stats and no strong moves. The only problems I can see you having are with Dwebble and maybe Burgh's Leavanny, but that's what teammates are for. As long as your Magby is upwards of Level 18, you'll be fine.
If you need a place to grind, the Breeder on Route 4 gives quite a bit of experience every time you beat her --- though her two Pokemon are a Drilbur and a Marill. Alternatively, head to the outdoor region of Castelia Sewers and grind Audino.
Hope I helped!