Eh. R4 or cart, the shinies are still the same. :/
R4s corrupting is really rare. I've had mine for over a year now and only now did it corrupt, once, and it was most likely the actual DS Lite's fault, as it has problems reading the cartridges sometimes. You'd be surprised how safe R4s actually are, and if you have shinies on the saves, you can back them up every now and then. I just got cocky and didn't do that, thinking my R4 would never screw up. :S
Niflheim was found and caught on my English HeartGold cart, so he's fine. <: Unfortunately I had to lose some of my dearest shinies, but getting them back is excellent motivation for me to hunt, and I'm grateful that I never returned my shiny Quagsire to that save (as I found him on that save and traded him to Plat for EV training).