What horde gives Special Defense EVs? I would check this page but my internet is actually so slow right now that I can't even load it.
According to Serebii, the hordes that yield Sp. Defense EVs are Swablu, Kecleon, Spoink and Lotad (Alpha Sapphire only). You can find out their locations here: https://www.serebii.net/omegarubyalphasapphire/hordes.shtml
Is there anything to Deoxys then just catching it in the Delta episode? If you go back to the Space Center afterwards they ask you if you find info on Deoxys to tell them.
I guess you just catch it, because I don't recall the people in the Space Center mentioning Deoxys. I may be wrong though.