@ghost. To clarify, you can perform the act of creation in PKHeX, it's just that they are illegal, right?
If so: looking at your screenshot, you're attempting to receive an egg at the train station, and hatch it by the nursery couple. That location data is completely wrong. Try reversing it. (See image I attached)
PKHeX's error message of unable to met an encounter from origin game means there is no such encounter possible in the encounter game.
It means the encounter is not known to exist. Which in this case, it means you hacked it wrongly. PKHeX is acting as intended.
Image:
Additionally, if you're trying to edit wild mons from Gen 8, keep in mind they have a known PIDIV correlation.
What this means, is that you cannot haphazardly edit their PID, EC, Height, Weight.
More reading relating to PID Mismatch: Overworld8 here.
Edit: I've edited the title to reflect a somewhat more accurate representation of the issue. Your original title may give the wrong impression that the issue is with PKHeX. If so, that would not be true, as PKHeX is flagging due to incorrect details. Thus, it is working as intended.