If you want max consistency go with straight Duran and Rotom. If you want max flexibility tech in Cobalion. If you want to lose teching in Shaymin EX looks like the way to go. As a stong advocate for flexibility in Durant , I see the idea behind Shaymin, but I still think Cobalion is the way to go.
Remember, Cobalion's purpose in Durant never was to take prizes, it was to further disrupt the opponent. Straight Durant runs into difficulty when the opponent inevitably manages to piece together a sweeper. However, when Cobalion is put into play with an Eviolite and a Special Metal Energy, the opponent is left with two options. The first is to focus their efforts on KOing the Cobalion before it gets setup. The second is to ignore it and try to win before it gets set up (assuming you're not bluffing about setting it up in the first place). Cobalion is very resilient, so it takes a lot of resources to KO quickly. If Cobalion does setup it can do incredible amounts of damage to the opponent's board with Energy Press. Additionally, Iron Breaker forces them to use more resources to retreat/ Switch /etc. Another one of Cobalion's strengths is its ability to take out bulky sweepers. Normally, the opponent would just setup another, but because you were milling all through early game, they often don't have the energy/Pokemon /draw power to set back up. From there, you just need to keep using devour and your disruptive trainers to put down any remaining resistance. Shaymin isn't bulky, can only do damage (and only in significant quantities in late game). And gives up 2 prizes. furthermore Shaymin requires a second enrergy type (you need to save your prisms for Rotom). The two just dont compare.
tl;dr: Cobalion>Shaymin EX
