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I would replace Confuse Ray with Attract; Confuse Ray doesn't work all of the time, but Attract has a much higher chance of working in my opinion. Or you could keep Confuse Ray and teach Attract as the fourth move. The following moves would work (I think):

Last Resort (if you use all of you status afflicting moves, this would be useful. I would consider giving this move a PP Max, since normally this move only has 5 PP.)

Moonlight/Rest (to restore HP.)

Taunt (so no one can lower your stats or afflict you with a status condition.)

Protect (if in a double battle, and your other Pokemon happens to be a sweeper that knows Earthquake, this would be useful at the necessary time.)

Double Team (dodging almost every hit is really annoying to the opponent...)

Torment (if the opponent is abusing a move that's most likely super effective; works well against Pokemon who are holding a Metronome.)

Psych Up (if you're facing a tank that's raising its defenses, you could copy its stats to stay in battle longer. Or if you're facing a sweeper that's raising its Attack and/or Speed, Last Resort (if you taught it that) would be pretty strong.)

Swagger (I wouldn't really recommend this; it just confuses the foe and raises their attack. You're much better off with Attract.)

Substitute (I also don't really see the need for this, because if you have a recovering move, you could just recover on the spot.)

Yawn [egg move] (would work pretty well. Although I would only consider teaching it Toxic OR Yawn; which do you think is better?)

Endure & Flail + Salac Berry (only use these 2 moves together) [Flail is an egg move] (Flail works better the lower your HP, and 1 HP is the lowest you can go. If you think the next attack will knock you out, use this combo. If you teach Umbreon Flail, don't teach it Last Resort.)

I'd say if you want to teach it an offensive move, only teach it one. I'm more in favor for status afflicting moves, but it's your Umbreon, your choice. Sorry if I left you with more questions than answers. And by the way, did you steal my Umbreon idea? stare

Well, I don't use an Umbreon yet, but I made a topic about if the movesets for an Electivire, Umbreon, and Bronzong I thought of were good. It got deleted, eventually. I also have a moveset help topic on my gym page (Turbo Charge City), just saying.

My final moveset is Confuse Ray, Moonlight, Toxic, and Psychic.