You cannot catch W-Kyurem
Was it at level 50?
If so it cannot be caught then (extra info).
After fusion the Kyurem will be shiny. (only if the Kyurem was shiny before)
Reshiram is shiny-locked and Kyurem can be shiny.
> Almost everything comes from Kyurem: EVs, IVs, Level, and Shininess. And if separated, they will be shiny, as long as the two Pokemon that were being fused are shiny.
Directly ripped from here.
Hope I helped!
-It's a secret!