To find selphy in lost cave go inside and down the ladder
there will be an old man
battle him
go the the passage on the right
then go to the passage up
there will be a phychic, battle her (ps. dont listen when she says if you dont go to the path on the right you wont make it, it will take you back to the start)
then go back down, then down again, the right, then left, then down, then right, then up


you find a lady walking around and she will aproach you and battle you
she will be lady selphy with 2 persians on lv 49
she will take you to her house and if you talk to her she will want you to show her pokemon
if you show her the pokemon she wants her butler will give you items (such as, pearls, stardust, ultra balls, premere balls, and a 2% chance a master ball