Technically, if the event Pokémon has the same TID, SID, and Trainer Name as your game, you should be able to nickname the event Pokémon. While this is very hard, it isn't impossible. :P
Although, hacking is hacking, so while a nicknamed event Pokémon is possible, I will recommend avoiding it and instead searching for a game that has the desired TID and SID. (or don't bother; it is basically shiny hunting a 1/999999 x 1/999999 chance, while using real money). :P