Zoroark has whatever HP it has, that's unaffected by Illusion. I'm not sure what you're asking here since on WiFi you can't see the % or number of HP your opponent has anyway, so the only giveaway in that respect is the amount of damage Zoroark has taken compared to the Pokemon it's imitating. Unless by HP% you simply mean the position of the green bar and not an actual number, in which case no; Zoroark appears to have it's own HP; not that of the imitated Pokemon.
If you mean on simulators where the HP values can actually be seen and such, that'll be relative to how the simulator handles it. On Wi-Fi at least what you see is the Pokemon Zoroark is imitating come out of the ball with said sprite and nickname; there's no indication it's Zoroark outside of the HP bar.
Im really talking about when we finally begin Gen 5 on Pokemon Lab.
I want to know how an opponent could tell the difference between Zoroark and the Illusion pokemon that ISNT just a guess (educated, but a guess).
Like, will the HP number of %age give it away if Zoroark has different HP then his teammate (due to switching into stealth rock or something else).
Will Zoroark's name be in parenthesis next to the Illusion name?