Please, remember that, no team is unbeatable, there's always bad days
Even if you could somehow compile a list and bring back our legends in football from the past to the present in one team, you wouldn't still have the most perfect team -- There will be bad times like you said, and they may even lose to a team like Brentford (assuming it's in the premier League), but bad days count anyway.
Congratulations to Chelsea on lifting one of the most prestigious awards in football history. The first since the reintroduction, it's quite a good way to begin the premier League/champions league season. One trophy down already in their cabinet, will they try to get more? I bet Madrid were so pissed off for losing everything this time around lol.