I'm nervous I won't catch my DreamYard Latios, I already KOed it, XD
All legendary Pokemons that can be interacted with can be found again after rebattleing the elite 4
So dont worry you can catch him in other chance
Source: experience and marriland( youtuber)
if you saved then turn ds of and try agen or beat the elite 4 if you did not save.