I did some damage calculations on Ferrothorn and Rotom. It seems that as it is, Ferrothorn can't be OHKOed, but it seems that certain (albeit rare to see) mons can force themselves through your physical defenses without much of a problem. I mean, obviously special attacks will wreck it as it is, but there are also things like Absol, mega Medicham, Honchkrow and Mamoswine (focus on the latter two), that can pack a punch and cause problems. As it is normal for high momentum battles, you can't expect your pokemon to be at full health at all times. Therefore, if you bump onto the wrong switch (with the above names), you'll have nothing to counter them with.
The biggest threat in my opinion, is Mamoswine, as it can withstand a -50% (given he tries Superpower and then gets intimidated) decrease in power, and use an ice shard to bring the incoming landorus-t down, or an icicle crash (depends on the set they use).
In the case of Honchkrow (which can assume a mixed set), you just need to stop it before it boosts.
Keldeo is indeed a problem, which will pack a punch against your mons. It can't OHKO Ferrothorn, and your best bet is that power whip. You can keep it as it is, but you'll need instant recovery, which will force you to switch and might lose momentum. You'll know what to switch to, as your team provides you with options. Since usually fire comes to finish an already weakened Ferrothorn, you can even bring ZardX in, if you had a chance to mega evolve it before. You can solve this by putting some defensive EVs on Rotom (I'd take them from SpA, as it's not its main purpose to deal major damage). Play with the numbers a bit. I didn't have time to see for myself, but with the set it has, a misprediction about Keldeo will cause problems. Since (as mentioned) you make no use of toxic or paralysis, your strategy that forces people out may return to you (just in case of threats like these). Also, don't always expect people to make the right moves or the most logical choices. When they see that they can check you with a mon, here Keldeo, they most probably will continue with the attack and just try to find out what you'll switch into (if they see enough volt-turn, they get used to switches), so surprise them and stay in (to take the hydro pump) for example. I will also suggest substituting Chansey with Clefable for the certainty of no status, defensive capabilities and typing. You have many things to deal with poison and steel already. You could run it with Calm Mind or Cosmic Power, if you're still afraid of physical blows. Right now, the only example that comes to mind and might be problematic is Volcarona. It can set up to your Clefable with quiver dance. Don't be fooled and let it set up twice! In the case of 1 dance, the only check is Scarfed Lando. When 2, you can't do anything, with any mon on your side. Also, watch out for CurseLax, which doesn't really care about special hits, and after 3 curses, all non-fighting hits become neutral as well. It can and it will stop ZardX in it's tracks (even with 1 curse) and hit back hard with body slam. Just my two cents. As I told you, your major threats are not that common.