Actually, I was just able to test this. It turns out that Ditto just stays Ditto. Zoroark when it is in Illusion form is immune to Transform/Eccentric.
"Illusion will change the appearance of the Pokémon to a different species. This is dependent on last Pokémon in the player's party."
Ditto Transforms into Zoroark, then goes into the illusion ability and transforms the turn after into your foe's last pokemon. (In their party.)