First and foremost, this would be nearly impossible to set up when you have an opponent who's actively trying to stop you. The only way to get wonder guard onto something other than Shedinja is to trace it or to get Shedinja to learn entrainment during a battle. Even if you do manage to set it up, it can be checked by anything that can...
force it to switch, including roar and whirlwind.
suppress or change its ability, including mold breaker, teravolt, and turboblaze.
suppress, change, or remove its air balloon, including trick, switcheroo, and thousand arrows.
damage it without attacking it, including toxic, will-o-wisp, leech seed, sand stream, rough skin, iron barbs, and rocky helmet.
But if you got it off, yes it would be invincible to most direct attacks, but not any of the things listed above.
By the way, why does everyone try to do this with Eelektross? It works just as well with any pure electric type Pokemon, as well as Alolan Grimer, Alolan Muk, Stunky, Skuntank, and Drapion. Muk might even be better than Eelektross for this because it's immune to poison.
