Question How do you use the insert Pokemon feature

Short answer: it's explained here
https://lakevalor.net/help/bb-codes

Will edit for detailed answer

You can of course combine shiny and -form, like shinymarowak-alola.
-form isn't restricted to "alola" and "mega", you can also have, for example, xerneas-active, shaymin-sky or giratina-origin.
As all these sprites basically come from this site, you can go check there if you're unsure about the name of the form you want to use.

 

You're welcome! Btw, I edited with the detailed answer.

 

So, it's as simple as