Maindeck pop is really bad in Delver unless you can reliably pivot to being a burn deck, which you can't really do with this list (compared to e.g. a UR delver list which would probably have multiple chain lightnings instead of cards like thoughtseize or snuff out)

This is by far the deckbuilding article I have linked people to more than any other and I still have to keep doing it:

https://articles.starcitygames.com/p...ughtseize-you/
A common pitfall that I see among newer deckbuilders is a draw towards B/R decks that feature both a lot of burn and a lot of Thoughtseize effects. This is natural because black and red are a likely pair according to Magic’s flavor and those are among the most iconic effects that each color has to offer.

However, the reality is that Thoughtseize is exactly what a burn deck does not want. The strength of burn is that it’s difficult for the opponent to interact with through ordinary means, so if you add Thoughtseize to the deck in the place of a card that would otherwise contribute to your game plan, you’re really just giving your opponent exactly what they want—a way to trade off cards against you.

In my experience, such decks are excellent at getting the opponent down to five life but are not the best at actually winning games.
Winter Orb is a really feast-or-famine card in the sense that some situations it's great and sometimes it either does little/nothing or it actually harms you more than the opponent.
You should realize that this kind of delver/daze/fow etc strategy that you are using yourself and recognize Orb can be good in is one of the most popular decks in legacy, and therefore a large number of your opponents will be also playing a deck that Orb doesn't help against. You probably don't want to play a card like this in your maindeck.

Cephalid Coliseum is a cute idea but I think it will just hurt you in the long run more by not being a dual land than the draw-3 ability will help.