The wording of this effect could mean that gusting can't get around it. It's a blanket effect on all of your Pokemon in play. It could be the same though but that just seems weird to me. It'll probably be ruled as not working if it leaves the active though.
This looks really good for Malamar, but I'm not sure it'll replace Ultra Necrozma or Dawn Wings. It gives up one more Prize and technically has a lower damage cap than Ultra Necrozma, which can matter for Reshizard. This card just feels like Reshizard 2.0 but weaker because Psychic support isn't quite as good as Fire is right now - but then again, no other type can compare right now. At least it doesn't require awkward Metal Energy like Ultra Necrozma, I guess.