PKHeX does not support ROM hacks; especially those that backport future content into older games.
If you know the ability ID of Moxie, you can use the Batch Editor to selectively write the Ability to a specific slot in your box. Otherwise, you can devolve it back to Magikarp and evolve it in-game to have it update. For Pokémon with two abilities, the ability it uses is based on the PID being odd (1) or even (0).