You're fine, i get where you're coming from you want your theme to work and be cohesive, and I'm suggesting things out side of that theme. Sometimes the best cards and decks in magic don't follow a theme and i tend to recommend the best options available even if they're outside of someones theme.
My reasons for being adamant though are not because I think you're theme is flawed, but the underlying strategy behind it.
I'll respond a little more to make my case.
but I dont plan on paying 5 mana to drop anything ever in this deck.
Outside of standard this is possible, but you _cannot_ plan on always cheating a creature into play in this format. People will interrupt your plan and make life difficult for you. If you have a 5/6/7 mana card in your deck you better be able to cast it at a late point in the game and it better make impact. At some point you will spend 5 mana to cast a 5 mana spell, or you will hold it in your hand way past the point of it having a meaningful impact on the game. I don't know any MTG player worth their salt that would disagree with my statement here.
Another reason why this particular card is out of place in this deck. At 5 mana you're paying for a 2/3 body, yes it has a bolster effect, but that's irrelevant at the moment. Your 5 mana gets beat by 2 mana (lightning strike), 3 mana (savage knuckle blade) and 4 mana (polukranos) and many many more spells. if the scalegaurd is targeting itself then you could lose the creature and the effect. Bolster as a mechanic is bad... for a number of reasons, but mainly because the board state dictates the target of the ability and your opponent can manipulate that board state to their favor.
The strategy for a mid-range deck that plays removal is to play large impactful value oriented creatures, because your deck slots can only hold so many threats and you plan to manage the board in your favor. As long as your dude beats their dude you can hold removal for larger threats. It's a very simple strategy but very effective, but in order to work you _have_ to play the best cards available to you.
Incremental card advantage plays a huge part. Which is why lots of abzan decks also play mana ramp, and plenty of scry effects. Ramping into a turn 3 seige rhino is a big play. Caryatids also gum up the board against small dorks and tokens letting you save your removal for bigger fish or more value in the case of bile blight.
By comparison, your deck is on the removal plan and powerful midrange drops, anafenza, sorin... but the soldier plan is really not jiving with that strategy. 3 mana for 2/2 first strike barely pays for itself. Unlike rabblemaster that immediately puts dudes on the board, you have to attack with yours to get additional value.
edit:
Also, 5/8 of your creatures just immediately die to drown in sorrow/anger of the gods, which is part of the meta in a big way right now. If that's all you drew that game then it's a board wipe against you.
to add the benefit of blue with soldiers is battlewise hoplite which is good, but also ordeal of thassa and aqueous form. Those two cards alone push card advantage and evasiveness the deck needs. The synergy literally pays for it self. Putting in preeminent captain into this deck means it can go wide like the RW launch the fleet deck from the PT a while back. The strength of that deck was going so wide the opponent couldn't stop all the damage and being fast.
Small creatures have to be fast because you cannot compete with the big drops that the GR decks are putting down right now. They're running more creatures than you have removal and they will trade more efficiently. Which again, is why midrange removal decks like the one you're currently build, also, play value oriented creatures with healthy sized butts. They can trade up in value with some/most of the big GR creatures and save removal for the things they can't handle with their own dudes.
on the other side, you're not coming out of the gate fast enough against control. They will be able to 1-1 you or better in the early game, and in the mid-late game you will not be able to get your midrange plan past counter magic and the large win conditions they play.