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So, this shit just happened to me. Like, literally ten minutes ago:
>Playing through a run on Y
>Go into Reflection Cave
>Ho-hum, boring grinding
>Encounter a horde of Roggenrola
>Look a little closer
>One of them is fucking purple
>OH SHIT, THIS IS NOT A DRILL, GET FUCKING READY
>Mawile's in play
>Tries to take out some of the Rollas, but gets Sand-Attacked to oblivion and can't do much of anything
>Send in Quilladin
>The same shit happens to him, although he makes a little progress is made in taking out more Rollas
>Send in Wartortle
>Bubbles their shit and finishes off all of the Rollas except for the shiny
>Shiny Rolla has one HP left because of Sturdy
>Throw that Poké Ball, don't even bother to paralyze
>Wiggle...
>Wiggle...
>Wiggle...
>...
>Snap.
>"Gotcha! Roggenrolla was caught!"
Holy CHRIST that was nerve-wracking. That was my first wild shiny encounter (I accidentally bred a shiny Vanillite in White 2 which was, coincidentally, also purple).