when you catch a yanma in emerlad pearl or diamond, make sure it knows ancient power. If not, train it until it does and then keep training it until it is a yanmega
Signal Beam, Psychic, Energy Ball, and something defensive, but personally, I believe Beautifly is a bad Pokemon to use in a main party. A good Bug type in a party is Scizor or Yamnega.
No, each Pokemon either has the quality of "shininess" or it doesn't. Evolving your Pokemon doesn't change this, meaning that evolving non-shiny Pokemon cannot result in a shiny Pokemon, nor can evolving a shiny Pokemon result in a non-shiny Pokemon.