Maybe not everyone's encountered a shiny Pokemon to do this, but losing a shiny Pokemon is horrible. Golden shinys hate me, I've lost 2 so far, and they're the only 2 I've ever failed

The first was a shiny Stufful. I was getting it for a friend for her birthday and I was having insane shiny luck that day, but anyways, the shiny Stufful appears after 100+ allies called or so
turn 1: Shiny uses bide, I take out the normal one
turn 2: Shiny is charging, I false swipe it. It calls for help, a normal appears
turn 3: The shiny uses bide since it has priority, since it had one health, it killed the pheramosa I was using. The one it called in uses brutal swing, a move that damages everything around it
it killed the shiny.

I found a new one like 5 minutes later but it was still annoying

The second shiny I've ever failed happened on Saturday (Dec 2nd)

A shiny Latias
I didn't stock up on enough good balls
It ran out of moves and struggled to death
r.i.p Latias
I still haven't reclaimed it

I captured a shiny kyogre as I typed this up

I've only ever found two shinies in my entire Pokemon life lasting the last 5 years or so. One of them, a shiny Donphan named Zuko, is still hanging out in my HeartGold party. The other, however... eh.
I was fighting on my sister's Black 2 game for her a few years ago when I came across a shiny Deerling. Naturally, we and our friend who was visiting at the time freaked out over it, and I caught it for her. She traded it to him, and he deleted his game a little while later without trading it back.
Does that count as a fail? I think it does.

oof, yeah, that's definitely a fail

I play another pokemon game that isn't made by Pokemon (Its a website) I've only ever found 1 shiny (I caught it :3) It was a Cherubi, (now its a Cherrim though) https://www.pokemonlegends.com/monster.php?mid=5110643

I have the best luck at the worst time : wild shiny beldum in SS. Beldum have a catch rate of 3 ... who tought that it was a good idea to put it in the safari zone !

My first shiny was the red Gyrados, which I failed by using fury swipes instead of false swipe...
My second, shiny Rattata, was a fail because it was a level five. I tried to weaken in by having a level 17 to use tackle on it... and it died.
My third fail was a shiny seel, who i didn't realize was shiny until I used toxic... oops.
My only successful catch in an official pokemon game is my shiny peliper, whom I love to this day.
I also love my shiny Sandslash, whom I have dubbed Knuckles, whom I have caught in an unofficial game....
Right.

I've encountered four shiny Pokmon on my own; one was an immediate failure and the other three I caught before losing them.

The very first was a shiny Geodude in SoulSilver. I was on my way to get a Tyrogue I'd just found out about when it came along in all its' golden glory. It kept escaping out of the Great Balls I used (strangely enough it wouldn't use Explosion or Self-Destruct. Too low a level maybe?) and I didn't have any False Swipers on my Party because I didn't know how useful the move was yet, so I sent out a low-level Machop I had. It only had Fighting-Type moves so of course, the very first hit killed the Geodude.

The next shiny was on a different Playthrough of SoulSilver (it was the only game I had for a while). I was in the Safari Zone looking for a Jigglypuff so I could use a Moon Stone I'd gotten and all of a sudden a shiny Wooper appeared. I thankfully managed to catch it and named her Bessy. I traded her to the HeartGold game my sister had recently gotten and then we both reset our games. Oops.

I had gotten Pokmon Y when I encountered my next two on that game, both on different Playthroughs. I was trying to get a male Litleo because I liked male Pyroar so I put a Litleo in the Daycare with an Eevee. Each Egg kept popping out female Litleos so I named each of them Girl to mark them. On the seventh Egg, a shiny Litleo hatched, but it was also female so I named her Girl as well. I added her to my Team and evolved her into a Pyroar, then ended up trading her to someone I befriended because I didn't want her anymore. I wonder if he still has her sometimes.

The fourth was on a new Playthrough, in the middle of the game. I was going through Reflection Cave trying to get to the next Gym Leader when I stepped on a Shadow, which meant a Pokmon was going to drop onto me. It turned out to be a shiny Ferroseed. I caught him and named him Will; I think I still have him in my Y Game, but I don't have my Y Game anymore because my sister threw it down the air vent. *sigh*
All of the other Shinies I have are just Hacked Pokmon from the Wonder Trade, but right now I'm looking for a shiny Dratini on Sun and Moon. Hopefully I can keep this one when I find it.

I've encountered shint eevee, shiny sylveon, and shiny espeon, and captured only sylveon and eevee. The Espeon got away.

I've lost only one shiny, which i've since reclaimed. I lost a shiny Zubat, but later horded and got it back.

I've captured approximately 24 shiny pokemon (2 of which were shiny Klink which I encountered without trying) and I have never lost one even when I encountered one without expecting it.
Y'all have my sympathy.