My strategy was to KO Tentacruel last. She kept using Muddy Water on my Gastrodon with Storm Drain ability. I just Mud Bomb'd everything and used an Alakazam and Magnezone (immune to poison) as support.
You need strength to get there (have 5 badges). Once you meet Cain and get ready to save the kids from Dr. Connel, you enter the room that Shade opened and head up some stairs outside, the only building in that outside area is the Yureyu building.
You can mine heart scales from glowing rocks using the mining kit. Mining Kit is obtained from the man under the grand stairs.
See miner's guide for rock locations: http://www.pokemonreborn.com/forum/index.php?showtopic=4723
Make sure you save in front of a rock so you can re-mine it if you don't find a scale.
I really want Eelektross, it's dangerously awesome. I do have a Magnezone or Luxray as back-up in a worst case scenario but cmon, there has to be one Thunder Stone in game. Does anyone know where it is?