I play Bant Yorion Control, and I'm not really sure you can stay with the menace theme and still win. I gain life with Uro, card advantage with basically everything from Omens to
Cavalier of Thorns to Teferi, and I control the board with
Agent of Treachery, Teferi,
Shatter the Sky, and
Elspeth Conquers Death.
Yorion control is just really, really powerful. The only times I lose are when I get out-controlled or when an aggro deck gets a perfect hand. So, I'd suggest trying to make this more threatening more quickly. Maybe if you could work this into an Obosh deck for more explosive games?