Not tried this myself yet as clearing out and restarting either game would take me a while, but I had an idea about a potential glitch.
I've searched online to see if anyone has tried this, but found nothing yet.
I am reasonably certain that in Colosseum and XD the AI is programmed to switch if any of their Pokemon are under the effects of a move such as Yawn or Perish Song (this is certainly the case with higher-level trainers, such as those in the Orre Colosseum, and some in-game bosses such as Gorigan and Evice). My question is what would happen if the opponent switched out their Shadow Pokemon on the same turn you tried to catch it - would you potentially be able to capture another Pokemon on their team?
I would assume there is some sort of mechanism to prevent this from ever happening, but, as I mentioned, I have not found any details of this anywhere else. If anyone's willing to try it or has already done so, feel like sating my curiosity?