VERY VERY high luck can cause you to have a shiny dialga. it is a one in 9000 and something chance.
No.
There isn't one, you have to go the other way.
Find Dialga in your game, and the odds of it being shiny are 1 in over 8,000 (which equals 0.000125).
no, you do not. you go out of the cave and find another because you went the wrong way.