Um two separate thoughts. Physical bulk to compliment Nihilego's base 47 Def, And something for Cinderace. If yo're looking at 2 mons Fini goes better than Ferro cause it can be physically bulky and beat non-Gunk Shot Cinderace. But Ferro is a fine teammate too you just bundle up omn Cinderace weakness from the get go. But if youu use the suggested EVs for Nihilego it outspeeds Cinderace w/ a Beast Boost, and Cinderace can't switch in on Rock moves. Also Dynamaxed Nihilego can take a HJK.
Nihilego also loses to the Urshifus, and Fini helps you there. Nihilego and Fini are both very weak to CB Rillabloom so you want something for that like Drifblim which shuts down Rilla. Your own Zapdos works well. but then why wouldn't it, it's #1. Zapdos provides fire for Ferro, too, which is needed. The three of THEM are weak to Psyshock Nihilego, so running it on your own, or a Nihilego check and/or counter is a good idea. Cinderace can check unboosted Nihilego, and provides help w/ Mimikyu which Nihilego, Zapdos, and Fini all do fairly average against. And it's also just good so if you're ok w/ using all top mons that's 4 of them right there.