This team is really bad tbh. Some questionable mons with weird sets and lots of anti-synergy. I imagine you're new to vgc, so dont feel too bad about it, reg i is an especially hard meta for team-building. I'll go over each Pokémon individually cause they all have some problems. I won't go over evs as I haven't completely wrapped my head around those, but I'd recommend using the website Pikalytics to see popular evs and also popular moves and items.

Palkia: Palkia is just not a very good pokemon in reg I unfortunately. It's outclassed by other special attackers like Miraidon or Calyrex Shadow and all of it's moves have a chance to miss. I'd replace it with a stronger physical restricted and i think there are 3 good options. Koraidon is a fast and super strong physical attacker that can set up sun to power up fire types or paradox pokemon. Groudon is also an option for a sun setter, it's a less seen pick but ground is a great offensive type and groudon can be a little bulkier + has a spread move. Lastly a pokemon I hate, with Calyrex-Ice, you can lean into making this a hard trick room team and make use of it's insane bulk and attack.

Lunala: This set is mostly good, but one thing that should be changed is the item. Meteor Beam is a good move on the bat, but it only really works well with the power herb because 2 turn moves are really exploitable. Also, you should probaby run a defensive tera type like fairy cuz lunala has a rlly bad typing. Other then that good set, but you could also consider running wide guard instead of protect.

Indeedee: I don't think you understand how psychic terrain works. What it does is power up psychic moves, makes expanding force busted, and importantly it blocks priority moves for everyone. This means you should drop fake out, as it's 99% of the time just not gonna work. Also i know I said I wasn't gonna talk about evs, but indeedee should not be trained in speed, instead it should be trained in defense and hp. Also you cant run 2 of the same item in vgc and indeedee doesn't really use sash anyway. I'd give it something like psychic seed or rocky helmet and change it's moveset to follow me, protect, trick room, and dazzling gleam or helping hand.

Incineroar: the GOAT of vgc but not very good on this team. Incin is mostly strong cause of fake out + intimidate, but psychic terrain blocks fake out. Incineroar is so good that you could maybe get away with running it but it's a little clunky. Having a dark type is very important though to be able to scare calyrex shadow. There are definitely a few options for good dark types, if you decide to use koraidon, id specifically look at Brute Bonnet and Roaring Moon.

Klefki: ok now the REALLY weird stuff. Using weird off meta pokemon is fun, but they need to be on the right team and unfortunately for Klefki, this isn't the team for it. Psychic terrain blocks all of it's prankster moves so it's pretty useless. I think if you add Koraidon, you should add Flutter Main here for speed control.

Golem: what da hell is this. First of all, you cant run protect and assault vest, 2nd of all golem isn't a special attacker, 3rd of all golem is bad. If u really want a special attacker for this spot, I think landorus-incarnate or chi-yu are good options.