Well, I personally haven't had any bad shiny moments but my brother had a really bad one.
My brother has NEVER caught a shiny pokemon before... I had 4, so he got frustrated and looked up how to use the Pokeradar after I told him he could potentially use that to get a shiny (All mine were found with pure luck). first couple times he failed but the 3rd one he got up to like a 50 streak on mightyenas. Eventually he found a shiny one and he was ecstatic.
Here is how the fight went
First he switched out of his killer Pokemon into a false swiper.
He used false swipe.
He threw an ultra ball that failed.
Mightyena used roar
All motivation was crushed in that moment.