>>15323135I've yet to catch Zygarde in an attempt to get it shiny. In the 73 soft resets I've done, it has never turned blue when attacking, except when using Camouflage. Even then, the whole screen goes black and blue, not just parts of Zygarde.
I don't have a reliable camera, nor one capable of taking good pictures of a video game. So, go off of trust here. It doesn't turn blue when attacking, at least in the wild.