To you and whoever is having an issue comprehending how the game registers the shiny legendaries let me try and clarify a bit. For starters, lets talk about the PID. On the very first screen of PKHex, there is an option to create the pokemon Shiny and next to that is the pokemons PID. To the right of the PID, is an option to reroll the PID. The game only allows the dynamax adventure Legendary pokemon to be forced shiny with a value of XOR = 1. So what you have to do is keep rerolling the Shiny PID until you have a XOR = 1 value. I should also note, they must be Star Shiny, not the Square shiny.
Example:
Xor = 6 Value flagged as incorrect
Xor = 1 Value is the only one the game accepts.