I am using JKSV and I just tried it now. I thought it worked because it popped up a config file, but when I check my boxes in Sword I don't see the Azumarill.
I tried to get myself a legal Shiny Azumarill, but when I export the SAV and boot up Sword on my modded switch, nothing happens and the Pokemon is nowhere to be seen. I'm new to PKHex so much help would be appreciated.