I will take Hayden. Sehwag was the most dangerous batsman in the world on flat pitches. If the pitch had anything in it for pacers, Sehwag was always a walking wicket.
Hayden's average of 51 in India is better than Sehwag's average of 47 in Australia.
Stats will not tell you the full story with Sehwag. He was finished as a test player after 2010 and he needlessly played longer damaging his stats very much. Thing is that he was a player whose entire game was built on the hand eye coordination. And when he lost his eye with age, he became very poor as he did not have a good technique to back him up like Dravid or even Tendulkar. Even when the aforementioned two were struggling in their last years, they never looked ugly unlike Sehwag. Sehwag had a rapid decline towards the end of his career averaging just 28 in his last 2 years. He was so bad towards the end that he struggled even at home averaging just 28 against England and Australia at home, whereas he used to simply murder any attack in Asia.
However till 2010, he had a decent record outside asia. Overall stats will tell you that Hayden was better in India than Sehwag in Australia. But Sehwag actually averaged 60 in Australia before his last tour in 2011/12. Hayden had a great first tour of India (think he made 1000 runs in the test and ODI series alone and was averaging close to 100 when he made the Indian fans notice who Hayden was). But he was very mediocre in the next two tours averaging below 35 in them. In contrast, Sehwag was successful in the 2003/04 tour and 2007/08 tour of Australia. But he was a poor caricature of himself in his last tour in 2011/12 when he failed badly.
There is not much difference between the two actually.
Both struggled in England. Sehwag actually had a good first tour in 2002 when he averaged 40 scoring a century at Nottingham. But he missed the 2007 tour which India won. He recovered from an injury in 2011 and came into a tour when India were getting demolished and struggled real bad in the last 2 matches (got a king pair vs Anderson). Hayden never really had a good tour of England and struggled in the home of his Ashes rivals barring one century at the Oval.
Both struggled badly in New Zealand as well. Both were weak against swing in general.
Sehwag had a relatively good first tour of South Africa (he hit a century at Bloemfontain iirc). But struggled very much in the next two tours and never really made a significant contribution thereafter in South Africa. Hayden similarly had a good first tour and was average in the succeeding ones. Overall he was decent in South Africa but that is the place where most Australian batsmen find the easiest to adapt to outside of their home.
Both were very good in the west indies.
Hayden was surprisingly good in Asia for a non asian player. He didn't always succeed in India but had tons in the UAE and Sri Lanka as well. Sehwag was literally a beast in Asia barring his last year or so after his decline.
So when you think about it, there isn't much to separate the two. Sehwag was a beast in asia, had a great record in Australia and West Indies and was decent in England (prior to his decline) but was poor in South Africa and New Zealand. Hayden was fantastic at home and in the West Indies, was very good in the subcontinent, was average in South Africa and poor in England and New Zealand.
Hayden had the better stats because he retired when he declined a bit. But Sehwag, like all asian players, kept playing too long and damaged his stats very much. Overall at their primes, I would select Sehwag everywhere barring South Africa where he was poor.