Dies to Removal

None of this is really relevant anymore. Demon handlock is a far superior deck, and it's so much more proactive, meaning zero Siphon Soul, no Sylvannas, and only one of each sweeper.

It also feels shitty to burn your Shadowflame early knowing that you won't draw another

I kinda agree on both points, actually. I was running 2 Hellfire 1 flame for a while and there were just so many situations where I wished I had a wrath that could deal more than 3 damage or that didn't hurt me, so when I opened a second flame 3 days ago I thought I'd try it out, and now I'm seeing the inherent problems of that.
I think the "last slot" in the deck should be either 2nd defender, 2nd bgh or Siphon

One of my favorites. My list is pretty standard and looks like this:
[deck]
Class
2 Mortal Coil
2 Darkbomb
1 Hellfire
2 Shadowflame
1 Siphon Soul
1 JARAXXUS, EREDAR LORD OF THE BURNING LEGION

Neutral
1 Zombie Chow
2 Ancient Watcher
1 Ironbeak owl
2 Sunfury Protector
1 Big Game Hunter
1 Defender of Argus
2 Twilight Drake
2 Ancient Healbot
2 Sludge Belcher
1 Sylvannas Windrunner
1 Emperor Thaurissan
1 Dr Boom
2 Mountain Giant
2 Molten Giant
[/deck]