In Secret Super Training, if the player achieves the target time, they will also receive an item as a reward, in addition to a training bag. The more the target time is beaten by, the more likely the player is to receive a rare item.
Here is the Regimen you mentioned:
Drag Down Hydreigon!
Deino (1600) Zweilous (2400) Hydreigon (4800)
Pretty Wing, Lemonade, Stardust, Sun Stone, Moon Stone, PP Up
It looks to me that you receive one of the rewards in a regimen at random. So, keep doing this regimen until you get your Sun or Moon Stones. This is what I did, until I got my desired reward.
EDIT: You can also find Moon Stones in Reflection/Terminus Cave and Sun Stones on Route 13 and in Anistar/Shalour City.