As Mew said, there is no such thing as the illusion orb. Zorua's ability itself, illusion allows it to change to any pokémon at the back of your party. No orb whatsoever is needed. If you are playing black or white2, talk to a team plasma sage and he will give you a level 25 Zorua. I remember he is in a house on a hill behind a Pokemon centre in driftveil city.