Here's my Zurgo list. Its strong but certainly not cEDH level of strong. Many good cards have cheaper alternatives.
Wheel of Fortune
Champion's Helm
Marsh Flats
Damnation
Avacyn, Angel of Hope
Bloodstained Mire
Arena Rector
Tree of Perdition
Path to Exile
Wrath of God
Inspiring Vantage
Liliana Vess
Nahiri, the Harbinger
Master of Cruelties
Aurelia, the Warleader
Sorin, Grim Nemesis
Homeward Path
Austere Command
Mogis, God of Slaughter
Isolated Chapel
Westvale Abbey
Thespian's Stage
Sol Ring
Temple of Malice
Dragonskull Summit
Smoldering Marsh
Canyon Slough
Duelist's Heritage
Mirage Mirror
Clifftop Retreat
Power Matrix
Zurgo Helmsmasher
Battlefield Forge
Life's Finale
Never // Return
Seal of Cleansing
Ob Nixilis Reignited
Dark Petition
World at War
Boros Charm
Utter End
Obliterate
Temple of Silence
Authority of the Consuls
Fellwar Stone
Sunbird's Invocation
Command Tower
Deflecting Palm
Temple of Triumph
Blind Obedience
Caves of Koilos
Revel in Riches
Legion's Initiative
Akroma's Vengeance
Swiftfoot Boots
Sunhome, Fortress of the Legion
Star of Extinction
Cascading Cataracts
Worldslayer
Orzhov Guildgate
Tainted Field
Spinerock Knoll
Rakdos Signet
Darksteel Ingot
Last One Standing
Darksteel Citadel
Wind-Scarred Crag
Opal Palace
Declaration in Stone
Chandra's Ignition
Fumigate
Orzhov Basilica
Ashes of the Abhorrent
Orzhov Signet
Nomad Outpost
Insult // Injury
Rakdos Charm
Citadel Siege
Painful Truths
Temur Battle Rage
Drownyard Temple
Rogue's Passage
Mob Rule
Key to the City
Hot Soup
Forsake the Worldly
Onward // Victory
Jokulhaups
Anguished Unmaking
Careful of nine-mana boardwipes in a non-ramp color combination as well. Zurgo was my first commander, I've been playing him for ages. He doesn't often get to 9 mana
You need to lower your curve. If he's playing tutor decks like Sisay then he can silver-bullet whatever you're trying to do by the time you land those 7-9 drop spells. Notably, you're trying to cast 7-9 drops without reliable ramp. 3-player commander is an extremely fast game where, essentially, two people will be vying to kill the leader while not giving away too much advantage. In my experience it is usually finished by a Kingmaker not a King. You need to drop strong threats on the table in the early turns and get in under his answers. If you don't want to play infinite combos, you have to be very very aggressive to beat control. Like others said, something like Edric will be very strong. Elves or Krenko can be just as fast. And no, none of those decks run much that costs more than 3 cmc. If its higher thsn 3cmc it better be winning you the game, essentially
If you're going Oxwand, why go Glint-Nest crane? Doesn't Trophy Mage guarantee you find it, as well as other strategic 3-drop artifacts like edifice of authority or deadlock trap? Does it become UW with Temmet as the two-drop, and the sacrifice dwarf to get back any artifacts they destroy? Does Mechanized Production steal a win or two?
Kynaios and Tiro of Meletis. Hide in your fortress of enchantments while the punishing effects wear everyone down. You get extra pillows like Sandwurm Convergence and a full suite of hate cards like Choke, Freyalise's Charm, Insight, etc all tutorable off your enchantment tutors. K&T fix your lands and block during the early turns, and provide some card draw until you get your engines online.
Standard is not a good idea for somebody on a budget. With your card collection I'd go for pauper or Highlander (if in Australia) to get a feel for competition before going to modern and its turn 2 and 3 wins. I find draft and sealed events to be the most fun and interesting while still getting a taste of competition. You can get ready for the competitive environment on a lower budget. That being said, you probably own all of modern and legacy burn so you could always try that.
This is a question about threat assessment. If you sit down in a pod of four with a creature aggro deck, it is imperative to reduce the number of possible boardwipes that can be played to slow you down. Take somebody out as fast as you can; I even go so far as to target and kill the person most likely to be able to stop me. If somebody is stuck on two lands or plays a deck that can't consistently interact with my gameplan they're not the immediate target. A deck that only plays two or three mass removal spells isn't as important to kill as a Zurgo deck that plays 11.
Killing somebody fast should not cause somebody to sit on the sidelines for 2 hours. Removing interaction from the table accelerates the game. If your playgroup prefers one three-hour game over three one-hour games, that's up to them though. You can still play to win with a non-optimized deck and have fun interactive games that don't take as long as a DnD session to complete.
I like the blue for clutches and snapper but it doesn't seem to do much at any other part of the curve. I think all your colors are a bit removal light and wouldn't be comfortable running the white or black suites for that reason. I think you've overlooked Ancient Animus as removal when paired with efficient creatures, and your double-baloth green is a lower curve with a better top end. Just imo. Not sure it would have been significantly better but I would go green there. GR has a good curve and the most removal.
Wheel of Fortune
Champion's Helm
Marsh Flats
Damnation
Avacyn, Angel of Hope
Bloodstained Mire
Arena Rector
Tree of Perdition
Path to Exile
Wrath of God
Inspiring Vantage
Liliana Vess
Nahiri, the Harbinger
Master of Cruelties
Aurelia, the Warleader
Sorin, Grim Nemesis
Homeward Path
Austere Command
Mogis, God of Slaughter
Isolated Chapel
Westvale Abbey
Thespian's Stage
Sol Ring
Temple of Malice
Dragonskull Summit
Smoldering Marsh
Canyon Slough
Duelist's Heritage
Mirage Mirror
Clifftop Retreat
Power Matrix
Zurgo Helmsmasher
Battlefield Forge
Life's Finale
Never // Return
Seal of Cleansing
Ob Nixilis Reignited
Dark Petition
World at War
Boros Charm
Utter End
Obliterate
Temple of Silence
Authority of the Consuls
Fellwar Stone
Sunbird's Invocation
Command Tower
Deflecting Palm
Temple of Triumph
Blind Obedience
Caves of Koilos
Revel in Riches
Legion's Initiative
Akroma's Vengeance
Swiftfoot Boots
Sunhome, Fortress of the Legion
Star of Extinction
Cascading Cataracts
Worldslayer
Orzhov Guildgate
Tainted Field
Spinerock Knoll
Rakdos Signet
Darksteel Ingot
Last One Standing
Darksteel Citadel
Wind-Scarred Crag
Opal Palace
Declaration in Stone
Chandra's Ignition
Fumigate
Orzhov Basilica
Ashes of the Abhorrent
Orzhov Signet
Nomad Outpost
Insult // Injury
Rakdos Charm
Citadel Siege
Painful Truths
Temur Battle Rage
Drownyard Temple
Rogue's Passage
Mob Rule
Key to the City
Hot Soup
Forsake the Worldly
Onward // Victory
Jokulhaups
Anguished Unmaking
Killing somebody fast should not cause somebody to sit on the sidelines for 2 hours. Removing interaction from the table accelerates the game. If your playgroup prefers one three-hour game over three one-hour games, that's up to them though. You can still play to win with a non-optimized deck and have fun interactive games that don't take as long as a DnD session to complete.