Might as well post this while I SR for Snivy xD I have had multiple shiny fails over the years(sadly):
My first was actually with the first shiny I ever saw: a Bidoof on Pearl at Route 201. Had no clue what it was, but wanted to catch it anyway as I wondered why it sparkled
Sadly my Turtwig got a critical and it fainted, but as I had no idea about shinies I shrugged it off as bad luck.
My second fail was in an old Firered file. Coming back from Cerulean Cave after I caught Mewtwo, I found a shiny Kakuna! I know about shinies now and was excited. Sadly I had no weak moves or status attacks, all I could do was throw what Pokeballs I had left after Mewtwo. Sadly 5 great balls and 7 Pokeballs failed to catch it
My third was in the same Firered file some months later. Of to fill my Pokedex, I head into the safari zone. I gasped as a Blue Nidorino appeared! Scared it would run, especially after it escaped the first safari ball. The second one caught it, and I evolved it, but after not playing for a while I forgot it was on there and started a new game, deleting it D:
Years later I'm playing HeartGold, training my Lanturn at Mt Silver. To my surprise a shiny Tangela appears! I throw an Ultra Ball and it breaks free so I decided to weaken it. Thunder got a crit and I watched it faint..
Unbelievably I got two more shinies on the same file: Onix and Goldeen. Onix was on my way to fight Red and Goldeen was while ev training. Sadly I failed both of them, Goldeen I had no Pokeballs and I evolved the Onix but it's on my lost Black game
My first ever shiny I RE'd for, a Blitzle I evolved is on that game too so it is also lost.
Back in 2013 I was hunting Rufflet for my first White BQ. Around 5k Throh shines instead. It breaks out of an Ultra Ball and uses Circle Throw so I flee :/
And finally, the one I regret the most. Also in 2013 I began my Chimchar srs. I found one so quick, around 1k on Platinum, but SRed over it on instinct
this is my longest hunt evernto date, both in terms of time and total, when I last hunted it I was on 26,000+ srs.
On a happier note I have been able to reclaim Bidoof, Kakuna, Nidoking and Zebstrika