Hmm.
Well, neither of those would actually do it; not quite. Wonder Guard isn’t impenetrable; it can be bypassed by weather damage, entry hazards and, critically, poison damage (so Toxic will still put an end to you pretty quickly if you don’t have Rest or Refresh) – all these things are the real reason Shedinja seems interesting on paper but just doesn’t hold up in reality. Pokémon with Mold Breaker or its equivalents can also hit you. Sheer Cold with No Guard doesn’t work either, because even with No Guard some Pokémon like Gigalith and Skarmory are just flat-out immune thanks to Sturdy, and you can still be hurt and perhaps beaten by priority attacks. Either method can also be stopped by Gastro Acid.
Honestly, I’m not sure anything would do it. You can obviate the need for Wonder Guard by just giving the Pokémon epic defensive stats and Recover or something, but you’d still need Sturdy so that people can’t one-shot you, and Magic Guard to keep them from wearing you down – you can’t have both (sure, if you have Rest, you can deal with Toxic and other indirect damage pretty easily… but without Magic Guard you’re still vulnerable to Darkrai). Even then, Gastro Acid, Entrainment and Simple Beam can still deny you your ability, and you’re still vulnerable to Counter and Mirror Coat, so you’ll need to be careful to kill things very slowly. You can keep Struggle from ruining your day, at least, if your Pokémon can use Recycle, by continually reusing a Leppa Berry.
Obviously there are loads of ways to make a Pokémon that is unbeatable for all intents and purposes, but I don’t think the game mechanics as they stand actually allow for anything completely airtight.
Well, short of giving a Pokémon an ability that says “this Pokémon is immune to all damage and 1-hit-KO moves.” But really, come on.
Pokémaniacal 