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Here's everything we know about it.
>Publicly trademarked together with the starters, Solgaleo, and Lunala
>Explicitly spelled as "Marshadow" in English, no Malshadow bullshit or anything like that barring localization changes
>Chinese leaker says its type is very unique
>Chinese leaker calls it a Mythical Pokemon (aka event legendary) and uses the official Japanese term for them. It's NOT a mascot legendary.
>The Riddler backs this up by by posting that chart with Marshadow in the event section behind Magearna
>The Riddler claims that the secret of Marshadow is already out, that you just need to put add up many of his previous posts. Except he's deleted some of them.