Keeping shinies on emulators is okay. It counts as Unsupported Transport--the same category which includes all wi-fi interaction. But shinies originating from there don't count under the Manual. I dunno what rules you want to follow in this club.
Savestates can make SRing go super fast.
Here's my stance on it: As long as it's not hacked it's fine. If it was obtained through the normal chances of getting a shiny, I see no reason for it to be not counted.
I will discuss it with the co-owners to see if they think I should ban 2nd and 3rd generation ROM shinies from contests only because of the ability to speed it up (you can't really speed up 4th generation roms or 5th generation roms).