go to the start menu in game and you see bag , Pokemon ,save whichis a note and pencil pad, and ect ect ect . clik on the save clik yes until it says saving do not turn off system or remove card and when it is done it will be saved .
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on the main menu press new game it gives a warning that you can't save and it gives you a code to delete you game 8-)
Yes just save before trying to capture sudowoodo and keep restarting the game until its shiny.
you should save before you battle it so if it faints you can turn off your game and battle it again
press up, select and B at the same time at the bit were it shows you lugiaYou hit new game it will give you a worning saying you won't be able to save and tells you what to press to reset your game.
no moltres doesnt respawn. But before you take any legendary pokemon on always save the game just in case you want to catch it but you make it faint.