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I'm playing through Shield for the first time and just catching the first poke I fight against along with regular nuzlocke rules, basically only using the overworld for this playthrough and then using the grass random encounters for the next.
As you can see I suck dick at this. Just defeated the last gym and caught Frosty on route 10. Lost my starter to the first gym dynamax somehow, lost 4 to the 5th gym and y'know the battle cafe when you first arrive at the town where the last gym is held? Fucking cafe pokes were 12 levels above my party and so I lost 4 there.