Unidentifiable. Any attempt at identifiying this Pokémon (or its moveset and abilities) automatically fail, instead saying "???"

The Move Had No Effect?!? This Pokémon is intangible, though this cannot be identified ahead of time. If an attack "hits", just say that "the ??? is immune to that damage type." Or, if you want your players to get an idea of what they are fighting, just say "The move had no effect?!?"

You first. The ??? goes last in initiative no matter what.

Roar. The ??? roars, somehow obscuring the area with fog. The first time the Roar action is used, the area becomes lightly obscured. The second Roar thickens the fog, heavily obscuring the area. The third Roar makes it so you can only see fog, and then puts you to sleep.