This is purely flavor here, but has anyone considered Dark? It's a pretty offensive type, so you could balance it with a defensive type like say the poison that seems to be pretty favored. It's just that "Sketchy" can also mean kind of shady, which fits dark perfectly. I also think the unpredictability thing fits perfectly with that type. Just a thought.
In terms of competitively, right now my first choice is Ghost/Normal. As people have said, its plethora of immunities give it ample ability to switch in and set up, which regardless of role is useful. A lot of people have said that most fighting types carry Dark moves, not Ghost moves, so it wont be able to use its fighting type immunity, however I disagree with that. First of all, banded or scarfed fighting types, such as Terrakion or Conkeldurr, will actualliy be set up bait for this pokemon. Also, on Sub sets to avoid status, this pokemon could come in on tons of walls, such as Blissey, Dusclops, mono-attack Snorlax, etc etc, and turn them into set up fodder. Also, although the fighting types tend to use Fighting/Dark for better SE coverage, ALL offensive ghost types use the Ghost/Fighting combo. Although in OU offensive ghosts are pretty rare with the exception of Gengar, keep in mind that in the CAP metagame Revenankh uses that combo for both coverage and STAB. On the offensive front, a lot of people have said that it would have to run ghost/fire coverage, because if it ran the ghost/fighting coverage it would get walled by itself. However (I hope this isn't poll hopping), you have to keep in mind its other moovepool. Obviously, we probably wouldn't give it in its base movepool access to a strong ghost/fighting combo, but we could maybe give it a Dark move (which as mentioned earlier fits the flavor) to hit itself with. I really think this typing works defensively, with 3 immunities, 2 resists, and only 1 weakness, and offensively, with ghost type being an incredible neutral coverage type.
I really don't like Grass as a type for CAP2. It could give us some more canon options in its movepool, but other than that i don't really see the use, particularly with Ferrothorn being one of the most used pokemon in OU. If you ever wanted to use this pokemon in a defensive role, or as a spikes/SR user, or as a seeder, status abuser, or as even a slow boosting tank, Ferrothorn can usually do all those jobs better, and take advantage of its grass typing better. Furthermore, the presence of Ferrothorn means the metagame is hyper-prepared for a grass type. HP fire is now seen on random pokes, just to stop Ferro from walling them. Meanwhile, grass can get good SE coverage, but it generally has pretty poor neutral coverage, which will limit a sweep. Overall i just don't think grass is the way to go with this CAP.