I have been using the same Gallade lead as Husk to similar results (but with skarm over forry)...just thought it would be worth mentioning that using Ice Punch on the first turn instead of Shadow Sneak is probably better against Azelf. You deal like 98% min with Ice Punch + SS so you probably have the KO anyway, and it encourages the opponent to keep azelf in to go for the explosion or whatever. Any competent Azelf player would just switch out after using SR and taking 52% or whatever from shadow sneak.
I mean I guess you get screwed against Reflect lead but those are pretty rare anyway!
Use Close Combat instead. It's got 90 BP, guaranteeing the kill.
Gallade can do the same with the same Swords Dance set... Why would I mention it if it couldn't? I'm not theorymoning this bullshit. And Azelf depends on its spread since a lot of people are running HP EVs on them these days to prevent cheap KOs like that. I already went down the list of what this set beats that a Swords Dance can't and pose a sweeping threat at the same time and came up with... nothing.
Okay, so you used Swords Dance as Azelf SR'd. Now you're definitely going to OHKO it with Shadow Sneak, right?
*focus sash activates, Azelf explodes on Gallade, killing it instantly*
"oops"
The majority of actually important leads still run Focus Sash to prevent exactly that form of bullshit. Azelf (sashed are still more common even though colbur is better imo), Aerodactyl, Infernape, Roserade. On top of that, you also have to either run Lum Berry or pray against Machamp. Also, if Machamp decides to be classy and Payback you while you SD...
Payback vs. 0/0 Jolly Gallade: 61.2% - 71.9%
Bullet Punch vs. 0/0 Jolly Gallade: 24.5% - 29.1%
You're looking at a very solid chance to be 2HKOed by the combination. Swords Dance over Zen Headbutt allows you to be beaten or crippled by 5 leads that didn't stand a chance against you before. That's the very image of inefficiency, IMO. Swords Dance doesn't fit, end of story.