>>58475261Go to the Pokemon Center and get your pokemon healed, that will turn into a hard backup save. When you start the game in the title screen just press up, B and X at same time and you will be sent back to your back up save. From my experience manual saving isn't enough to create a new back up, only the Pokemon Center does.
Not like that would help in your case anyway since the nature and shininess of a pokemon is decided the moment it spawns, so even if you could rewind to the exact moment before you catch it and caught it again differently the mon would still be the same.