Keldeo doesn't outspeed Lopunny... Max speed is nice for tying with opposing Keldeo though.
It does on first turn, once it goes Mega it still has the speed of normal lopunny on turn one.
Not meant to be offensive or anything, but Azumarill isn't a counter to Keldeo - it can't switch into Scald fearing a burn.
You're right i always get counter and check mixed up. Scald was also to actually counter things like Azumarrill. I also know that Amoonguss is quite good but other people say it isn't so I tried to not make it look to controversial. Amoonguss might be one of the best counters, as it actually does live most attacks.
As to CM+3 attacks, it works quite well actually, if you just switch in on something that hates keldeo you get a free cm, using sleep support you can also get a free cm. (Breloom and Amoonguss as team option)
HP Electric/Bug are probably better now as Electric hits (M)Slowbro, (M)Gyarados (2x/4x), Azumarill, Starmie, Tentacruel, etc. for super effective damage and HP Bug hits Celebi (4x), (M)Slowbro, Starmie, MGyarados, Lati@s for super effective damage.
Breloom already doesnt like getting hit by Secret Sword, Heracross doesn't like taking Scald/Hydro Pump and Mega Venusaur and Dragonite aren't as common as they were in XY, besides HP Flying doesnt deal significant damage to Altaria, Dragonite and Azumarill anyway, not enough to use it over Scald and have that burn chance which could effectively neuter them for the rest of the match.
Actually it does, not Mega Lopunny of course, which usually means it won't matter that it outspeeds the base form as most of them tend to carry Fake Out anyway.
You're qutie right too, HP flying hits those for normal damage but they're way more used as the others. I see MEga Venusaur quite often tho. Looking at what hp electric and bug hit I would go for hp electric.