As previously mentioned, PKHeX flags it as legal when it is in-fact illegal because the RNG correlation is not something PKHeX validates. The PID, EC, Gender, IVs, Nature, Height/Weight/Scale, (basically any immutable value) etc. are all correlated to a specific RNG seed. While PKHeX cannot validate this properly and will flag them as legal even with no valid seed, other programs can validate Legends: Arceus seeds.
For an example, see https://github.com/kwsch/EtumrepMMO
TLDR: If you're making or tampering with a Legends: Arceus Pokémon, making it shiny, have 6 perfect IVs, etc, it's illegal even if PKHeX shows it as legal.
Either upload legitimate, untouched pokemon, or figure out how to properly account for the RNG correlation when editing them.