Whenever you load up a .pkm file of a Pokémon that can only be female (Cresselia and Latias f.e.) and have checked the Modify Pokédex option, the in-game dex will show the Pokémon seen as male. As there's no way to edit Pokédex information with PKHeX in Gen 4 saves and Pokesav only sets the dex as complete, it would be nice to have a workaround about this.
I only tested this on a spanish SoulSilver game. I'm not sure if this can happen in other Gen 4 games, neither if this can happen in Gen 3/5/6/7 games. Here's an screenshot of what happens when seeing the dex entry (nothing serious, it just doesn't display anything because the species doesn't have a male forme; the same happens with Latias). I can provide a save file if needed.
Regards.