Moves
Bulk Up provides the extra damage Marshadow needs to break through Pokemon that would normally check it.
Close Combat and Spectral Thief are Marshadow's preferred STAB attacks.
Spectral Thief also goes through Substitute, allowing Marshadow to steal stats from Pokemon that try to set up behind a Substitute.
Spectral Thief also lets Marshadow use the Z-Move Soul-Stealing 7-Star Strike, which further boosts its wallbreaking capabilities, especially in combination with a Bulk Up boost. After a single Bulk Up, Soul-Stealing 7-Star Strike can OHKO many of Marshadow's checks, such as support Arceus formes that don't resist it like as Arceus-Fairy, -Ground, and -Water after Stealth Rock, Toxapex after Stealth Rock damage, offensive or weakened defensive Ho-Oh, and more.
Shadow Sneak can revenge kill or finish off severely weakened threats.
Substitute takes advantage of the many switches that Marshadow forces and allows Marshadow to more safely set up while being protected from things like status and Dragon Tail phazing, which is especially helpful versus defensive teams. Despite Marshadow's mediocre defenses, its Substitute can survive some weak attacks from defensive Pokemon, such as Ice Beam from Lugia.
Rock Tomb is a potential option over Substitute or Shadow Sneak, as it provides Marshadow with an extra way to beat defensive Ho-Oh, which can survive a boosted Soul-Stealing 7-Star Strike. Hidden Power Ice can be used for Mega Salamence and Zygarde but is fairly weak and fails to OHKO both.
Set Details
Even with Substitute, Attack and Speed are maximized to optimize offensive capability. Investment in bulk does not affect Marshadow's defensive capabilities significantly.
A Jolly Nature allows Marshadow to outspeed fast defensive Pokemon such as maximum Speed Timid Arceus formes and Speed tie with other Marshadow.
Marshadium Z gives Marshadow access to Soul-Stealing 7-Star Strike.
Usage Tips
Marshadow can be used early-game to break through walls for the rest of your team or late-game to clean up a weakened team.
Take advantage of the many switches that Marshadow forces by setting up either Substitute or Bulk Up.
However, be cautious about using Bulk Up, as Marshadow is quite frail even with the boost in Defense and can still be crippled by status such as paralysis or burn.
Take care in using Soul-Stealing 7-Star Strike, as Marshadow's other attacks are relatively weak, especially without Bulk Up boosts. Opponents may try to predict the Z-Move by switching into Normal- or Dark-types, which Marshadow can punish with Close Combat.
Be cautious of faster Pokemon or Speed-boosting sweepers; the diminished power from not having a Life Orb means Marshadow struggles to revenge kill with Shadow Sneak. In particular, Shadow Sneak now misses the OHKO on Gengar without Stealth Rock. Close Combat also cannot KO Arceus and Arceus-Dark with HP investment, even after Stealth Rock.
Substitute can be used to deter foes from setting up Dragon Dance or punish greedy Pokemon like Mega Salamence and Rayquaza that may try to set up with Dragon Dance. After Dragon Dance, opposing Pokemon become faster than Marshadow, and Marshadow can steal their stat boosts while they break the Substitute.
With Substitute, Marshadow can set up extra boosts on Zygarde-C in an attempt to break through it, even without Hidden Power Ice. By correctly predicting Rest, Glare, or Toxic, Marshadow can set up a Substitute for free and begin boosting. At +1 Defense, Dragon Tail fails to break the Substitute, while Thousand Arrows fails to break the Substitute a small percentage of the time. At +2 Defense, Thousand Arrows will also require two hits to break the Substitute. However, Zygarde-C's monstrous bulk means that Marshadow will require at least 5 boosts in order to always OHKO it with Soul-Stealing 7-Star Strike. As such, it is generally a good idea to keep Zygarde in its regular forme before attacking it with a boosted hit, doing some damage beforehand without crossing the 50% HP threshold. In this case, you will require much less damage to KO it. For example, +1 Close Combat will almost always keep Zygarde above 50% HP after Stealth Rock damage and Leftovers recovery. Marshadow can then finish off Zygarde with Soul-Stealing 7-Star Strike.
If you have not yet attacked, you can bluff a Life Orb set to threaten out Pokemon that may be concerned about falling to coverage moves such as Ho-Oh and Mega Salamence. Marshadow can then take advantage of the switch by setting up Substitute or Bulk Up, and then potentially break through the check that the opponent has sent in with a boosted Soul-Stealing 7-Star Strike.
Team Options
Stealth Rock support is crucial for extra chip damage, which allows Marshadow to KO Pokemon such as support Arceus with a boosted Soul-Stealing 7-Star Strike. Even then, support Arceus formes with some Defense investment can survive a small percentage of the time, so Spikes support from Pokemon such as Cloyster, Deoxys-S, and Ferrothorn may also be helpful.
Setup sweepers like Geomancy Xerneas and Dragon Dance Salamence pair nicely with this set, as Marshadow can break through many of their checks, such as special walls and Steel-types like Necrozma-DM.
Pokemon that can beat Mega Salamence and Choice Scarf Yveltal are greatly appreciated, especially as this set generally does not run coverage. Furthermore, the Intimidate Attack drop from Salamence can be problematic. Xerneas and Arceus-Fairy can generally handle Yveltal and Mega Salamence offensively, as they can OHKO both of these threats with their STAB attacks. More defensive options include support Arceus formes like Arceus-Water and Arceus-Ground, which have no trouble taking hits from these Pokemon and can fire back with either Ice Beam or Toxic to wear them down.
Ho-Oh checks are also very helpful for Marshadow, as Marshadow struggles to break through it without the use of a boosted Z-move. Ho-Oh can be dealt with using defensive checks such as Zygarde-C and support Arceus formes, and its 4x weakness to Rock can be exploited by offensive checks such as Primal Groudon.
Although it is possible for Marshadow to beat Zygarde-C, it relies heavily on correct predictions and may not work some of the time. Therefore, it may be necessary to send in another Pokemon that can break Zygarde-C, such as Xerneas, Arceus-Fairy, or a Pokemon running Ice Beam.