Water Veil- Finding reliable and consistent set-up opportunities is very significant for our concept, and an immunity to burn to complement our useful resistances goes a long way towards achieving this. Being able attempt a set-up in front of defensive Water- and Fire-types without much to fear is great for both sets, and otherwise problematic Pokemon such as (Mega-)Sableye would be a lot easier to handle.
While
Water Absorb does cover defensive Water-types arguably better, I’m not sure how beneficial a complete water immunity would be for our concept, and actually find it rather distracting due to the health regaining part relying mostly on us switching in. Not to mention that it does nothing to help us against other users of burns.
Shield Dust on the other hand sounds very interesting, though attacking move effects besides burns seem to be rather insignificant in OU and on our threatlist. This raises the question whether those situational benefits are relevant enough to forgo the immunity to Will-O-Wisp on Rotom-W, Talonflame and Sableye.
Sticky Hold – Besides Scarf Keldeo, Trick-Scarf Rotom is probably the most prevalent full stop to both our sets even after a boost, and can easily be fit onto most teams as a counter to CAP. The ability stage would be our only option to avoid this, and I would certainly deem the threat as relevant enough to consider addressing it with our ability slot.
Sticky Hold’s usefulness is also not limited to Rotom-W alone: it has been mentioned already in the threats discussion that Psychic types could serve as reasonable set-up opportunities for our CAP when going by typing, so preventing them from potentially rendering us useless with Trick would be very beneficial for our concept.
Prankster – This ability would benefit almost entirely the CM set, and that in a very significant way. Priority healing is a huge advantage for any defensive Pokémon, which would allow CAP to function effectively even with relatively low defenses. We definitely have to take into account the almost guaranteed SpD boost as well when going for this ability, which allows us to set up on special attackers that we couldn’t take on without Calm Mind. This would give the CM set additional incentive to be used over a bulky DD set, especially if CAP were to get taunt, and would also allow us to avoid
Alfalfa’s concern of CAP forgoing its boosting move completely to become a bulky attacker.
Prankster would also give the CM set the opportunity to employ niche moves such as Magnet Rise to escape specific checks, adding to its unpredictability.
Overall, I think Prankster would be a decent option for the CM set, though I wish it would do a bit more for our intended threatlist.
Sheer Force – I’m currently very opposed to this ability due to the minor benefits and the significant risks I see it giving the concept. While the lack of Life Orb recoil is very nice for the DD set after losing a turn to set-up, the increase of attacking power shouldn’t be an argument for this ability. We are more than likely to aim for the exact power we need in the Stats stage, so there is little reason other than aesthetics to spend our versatile Ability slot on that. If I’m not wrong this is the exact reason why Pure Power and the like are not up for discussion.
Also, since we don’t want the CM set to rely on Sheer Force to do damage, we have to assume that it will get a reasonable SpA stat (~90) to work with, which is extremely potent with the Sheer Force boost and can easily encourage unintended mixed sets. For reference, Nidoking was a capable wallbreaker even in the higher tiers with 85 SpA/Spe, and while we don’t have the same coverage and base power moves, STAB Scald combined with a potential STAB Flash Cannon might be all that is needed. I’m not really willing to take the risk of such a distraction for the minor reward of not having Life Orb recoil.
In the end, Sheer Force might not even be perfect for the DD set, since the lower base attack stat would result in notably weaker and limited coverage options, supposedly a main advantage DD has over the CM set. The only physical flying attack with additional effects would be Bounce, meaning we would have to opt for either Brave Bird (recoil + Life Orb) or a less effective coverage type (Psychic?) to get past at least some of the checks on the threatlist which we can't hit with our STABs.