Braincull: As mentioned, splice onto black is okay, splice onto instant or sorcery is better, and this card doesn't really do too much
Descend into the Catacombs: It seems weird to interplay the deck that has enough creatures to wrath and the deck that wants to wrath, and I'm not sure I like that tension.
Also I'm not so hot on the name, as it's a little too long. Catacomb Expidition or Crypt Descent fit a little better I think.
Naze the Eternal looks cool, but there should probably be a cost to return him, even if it's not just mana. At the moment he's just the best thing ever to entomb for, bar none. Otherwise he seems fine, though if released in real life he might just give legacy a skip and go straight to the vintage restricted list
Queen of Pain: Maybe it's just me, but this seems over the top. Nobody's calling out for
phyrexian rebirth to be banned, but it didn't scale later, wasn't bounce/flickerable, and also didn't have flying
That being said, I'm pretty sure it's not better than grave titan, but that's just probably not a good place to be design wise.
Shadow Servant: I'm real close to playing
bloodthrone vampire right now, so this basically hits the mark. It neednt be an assassin, since even throat slitter is just a rat ninja
Soulhoof Phantasm: I'm a little uncomfortable about a 3 power lifelinking creature which recurrs untapped, as it just strikes me as something aggro could never beat. Every human card in my yard turns into
lighting helix? No thank you.
Different keyword or another toughness and subtract the phantasmal keyword (which doesn't feel too right here on this brave looking death defying knight guy) and it feels a lot better for me.
Take it to the grave: I've mixed feelings. While BB for demonic tutor is assuradly too good for legacy formats, Demonic Tutor feels quite fair in my cube since combo isn't a thing, so it plays like a slightly more juiced impulse.
Also, I have NO IDEA why you'd want to kick this. It really should be the other way around, entomb base or sac a creature to demonic tutor. I know Naze is a good card, but if he warps your cube enough to want to give up 2 cards to entomb (further losing a card) the cards you're entombing might be too strong.
Thoughtpick: Interesting card. I love interesting 1 mana discard spells, though this seems a little too pinpoint for my liking. Given sufficient knowledge of a format, this could very well just be painless thoughtseize, and that's deffinitly too good.
Ven'Gyr: I like the ultimate, but the rest of this planeswalker just say "YOU WIN THE CREATURE MATCHUP", which seems boring to me. I've basically given up on designing custom planeswalkers since it's so insanely hit or miss, and people rarely appreciate even if you come up with a perfect walker.
Archfiend of Insanity: Interesting design. This seems like the worst headache for a control deck ever, like a Liliana of the Viel that can never ever be dealt with (bar exiling stuff).
I hope to god you have some tools to fight this in your format, because if you don't the control player might as well give up now
It'd be like if Sulfuric Vortex was uncounterable and was an emblem