Got a Marshadow though wonder trade. Should I be worried?

[Nah]

Marshadow has been made officially available in Japan as a giveaway for the screening of the latest Pokemon movie. Why someone would Wonder Trade that away, idk, but....

You're not going to get banned or anything for merely having its PokeDex data.

 

[Nah]

Ah, right, I forgot that event Pokemon typically can't be traded via GTS/WT.

You'll still be ok though. Having PokeDex data is harmless, and the 'mon is obtainable in some form legally. I really doubt they'd be able to tell how exactly you got Marshadow's dex entry, and you've deleted the 'mon anyway.

 

[LyokoGirl5000]

You'll be fine. For all they know, you have a friend in Japan who traded it to you.

 

[Phyrrhic]

I believe that the game only checks for altered flags. (i.e. having all trainer styles before completing the "beaten champion" flag, etc.)

I have loads of hacked 'mons and I have nothing to worry about. Whether or not it is your fault that you have it, so many generated 'mons exist in the Pokemon ecosystem that it isn't feasible for Game Freak to ban people with them, as that would ban a large fraction of owners, most of whom weren't aware that they were illegitimate in the first place.

If you have a 'mon that the system detects as fake, (based on factors like incompatible "met location", or even impossible moves/abilities), all that will happen is the game will not allow you to use them in online battles.

You will be fine

 

[Spyro]

Veteran hack-checker here!
That Marshadow was indeed 100% hacked, because of the lack of Ribbons permiting it to go through GTS/WT. You made a good call by releasing it, but don't worry - those hacks are never detected by the game and having the data on your Pokédex will do no harm.