Well lets see. When it evolved into shelgon, did it have the overcoat ability? It should have. At any rate, I have some hypotheses.
-glitch: sometimes the simple answer is the right one
-hacking: not on your part but on on the trader. A lot of people hack, using pokegen or similar methods, to obtain dreamworld Pokemon. These hacked Pokemon tend to have issues like this.
its not dream world: it never had a hidden ability in the first place. Your trader deceived you without you noticing