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Very nice choice of ball with a dive ball for the shaymin. When I caught my shiny timid shaymin with hp-ice, I used a premier ball as it was very easy to catch after false-swiping its health as I used a breloom in my party to prevent being leech seeded.
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Funny you should mention using Breloom to catch your shiny Shaymin. I used a shiny Breloom to catch mine, too! It really was a rather quick process; I only had to throw three Dive Balls to catch it.
Premier Ball looks nice on shiny Shaymin, too, especially on Shaymin-S. I had actually planned to catch shiny Shaymin in a Premier Ball in that all my Dive Balls had failed to capture it.