have you heard about zorua's ability: "illusion"?
Illusion will change the appearance of the Pokémon to that of the last Pokémon in the player's party. Illusion will not activate if the last Pokémon in the player's party is unable to battle or is of the same species. Illusion will replicate the type of Poké Ball, nickname (or species name if none), Shininess (if any), gender, and form of the Pokémon it is masquerading as; however, it does not replicate the level of the masqueraded Pokémon. The effect is only aesthetic: it does not affect the Pokémon's stats, type, moves, etc.
that seems to fit everything you said
this is zoruas ability, so it looks like delphox while switching in, but looses its illusion when it takes a hit.
here is some pictures describing how illusion works
hope I helped:D