This is actually possible, but PKHeX doesn't account for it yet. VC Gen 1 transfers with the "wrong shiny stats" (swapped Attack and Defense), during Transporter v1.2, could wind up shiny and female on transfer, even if they had the 1 Female to 7 Males gender ratio.
To my knowledge, this was corrected before the release of VC Gen 2, so this was only possible until Sept 5th 2017, with VC Gen 2 releasing on the 22nd later that month.
It's also a short list of species, the three Gen 1 Starters, Eevee, Fossils, and Snorlax.