VizHax

They are still considered legal pokemon to use online even with the shiny error. The game is processed for them to be caught shiny, so there's no difference. It's just a little error in the program that needs to be updated. Don't worry about it too much, it won't mess up your game. 

It'll be updated eventually, as it just came out. Be patient; they're hard at work.

You need to make sure to save both on backup and the main file that pops up in pkhex, otherwise it won't save half of what you made. 

You have to have a save manager on your 3ds. I recommend JKSM. Only problem, it doesn't work with ds cartridges, only 3ds. So if you're wanting to use pkhex for older games, i'd suggest using checkpoint as another alternative. Other than that, PKhex is a computer program. Lol. You don't need to do anything on your 3ds for it. As long as you know how to work your save manager and keep backups, it'll work. I haven't really heard of anyone having problems with a mac, so I'm not 100% sure with that, unless your virus software is permitting it to go any further.