Here are some steps to try to get one in your game with your OT. Download Tera-Finder and the Gimmighoul event from the Event Gallery. Use Tera-Finder to import the event and move the day forward in your game so that the raids roll over then save. Use the Tera Raid Editor to search for a shiny raid via the raid calculator and inject that raid into one of your active raids. Defeat the raid and collect coins to evolve it to Gholdengo.
My assumption is that it is flagging something as wrong because shinyness is based on the combination of TID, SID and PID if I am not mistaken.