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Shadow Scizor in Colosseum can only be encountered if you are playing a JP version of the game and have scanned all 20 Colosseum e-Reader cards into an e-Reader+ (only released in Japan) and defeated all 20 VR trainers on Easy, Medium, and Hard difficulty -- and after every 5th trainer you immeditately battle a boss trainer without healing in-between.
They get pretty tough and use cheese strats like Protect+Explosion and one battle has Latios and Latias at the same time, etc.
After you beat all 25 trainers 3 times each, you can face a trainer with the Shadow Scizor. There's a 1/8192 chance it'll be shiny, but you have to catch it before you find out because of the way shinies are generated in Colosseum.
Caught one last night. (I used RNG manipulation, but it still took me two years trying off and on because the e-Reader pokémon are shadow-locked and mess with the number of frames that pass by when the battle loads.)