PKSM is an app you can download as .cia and install on your 3DS. PKHex is to use on your PC. I think it's the better option to check if they are legal, but you'll need to send your save files to your PC, edit them and then bring them back to your 3DS. After that you can send the Pokémon to Bank, then Home and finally Sw/Sh.
What? This comment doesn't make sense. Emulators and ROM files are different. A lot of popular sites like Emuparadise took down their non-hack pokemon ROMs. But that has nothing to do with the emulators. Also, it's easy to find the original pokemon games, you just have to use different sites.
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