Well actually, just crunched me some figures and you can OHKO azelf without the boost, you must have just got a low roll on the RNG. I would say in this situation you usually want to throw up a sub asap, as azelf should be switching out, then you bulk up behind the sub, and attack the next turn. I'm a try and work you a good EV set for that gallade so that you can get a bulk up in most situations (if possible). I'll be back in about ten mins with it.
Gallade (M) @ Leftovers
Ability: Steadfast
EVs: 92 Atk/100 Def/104 Spd/212 SDef
Jolly nature (+Spd, -SAtk)
- Bulk Up
- Substitute
- Night Slash
- Brick Break
Ok with this you can switch into a lot of things. Pretty much anything locked into pursuit (such as scizor and tyrnitar) become epic set up bait for you. If you have stealth rocks up, (this may mean chaging your lead to somethng like aero) you can bulk up throw heatrans flamethrower/dragonpulse/earthpower and OHKO with brick break (most of the time theres like a 10% chance that you won't) .. however watch out for fire blast. Jirachi locked into iron head is your best switch in hiowever, the initial iron head won't OHKO, and the second after bulk won't either, however if it flinches you get a +1 speed boost along with your bulk up boost, making you really quick dominant. I would however, leave gallade for late game. While it can set up in the face of big hitters, it doesn't want to be bombarded by them. You also want to have removed gliscor and forretress from the opposition, lest you get walled out. Give it a try, if you don't like it then stick to the old set. I was just feeling creative .
And I haven't actually tried it out, but on paper it works wonders.