So, is this right?
1. You hit your seed, and verified you'd got the right one with the coin flip app.
2. You did the remaining necessary flips and taps to get on the right frame.
3. You placed the parents in the daycare and ran around until an egg was generated.
4. You saved in front of the day care man.
5. Just to check, you picked your egg up and hatched it; it was shiny, with the right nature,
6. You reset the game, and followed the steps to calbrate the egg's frame; but when you hatched it, it was no longer shiny.
That shouldn't be possible; if you've saved after the egg is generated, its shininess and nature are locked in. If you've now got a saved file with a non shiny egg waiting to be picked up, there's no way to get the shiny one back.