I'm kinda new to EV training in HG, but...
I started ATK training an Absol, fighting against Seakings (that gives 2 or 3 Atk EV points, I think) but when Absol level's up, he also gains Def, HP, and etc. That is totally normal, isn't it?
Something strange happened last week. I was with Scizor (with a Focus Band) against Bruno's Hitmonchan. Hitmonchan defeated Scizor after 2 or 3 hits, and Scizor was my last Pokémon so I came back to the Pokémon Center. When I checked, my Focus Band was gone. Not in my back, not in other Pokémon, not with Scizor... Nowhere. Any idea of what the h*ll happened?