Not the move Confusion. Obviously it doesn't under normal circumstances. But still, will the other kind of confusion break it? Say it was Gengar versus Zoroark, disguised as a Zygarde. Gengar used Confuse Ray, then Zoroark hit itself. Does this count as a direct attack? Will the illusion shatter?
Illusion
The illusion wears off when the Pokémon with this Ability is directly damaged by a damaging move or when Illusion is negated or replaced, causing the Pokémon with this Ability to appear as its true self. Indirect damage or loss of HP (such as through Substitute, Life Orb, weather, status conditions, entry hazards, recoil, and so on) will not break Illusion. If the Pokémon with Illusion is hit by a multi-strike move, the illusion will be broken after the first hit.