Though, thank you for your fast reply! I just wanted to see if there would was a workaround for it.
Edit: I managed to glitch it to stay crowned and was not holding Rusted Shield either, just a Clear Amulet and was running Moxie as it's ability if that helps. It seems that only Zama is able to keep it's form. I entered battle (random overworld pokemon) with Zacian lead, used Behemoth Blade, won battle then Zama somehow transformed into crowned form and has it active in party. Saving the game then reloading it will revert it.
Edit #2: Picture provided below along with better picture with Crowned Zama in Go feature.
