How egg moves work is if the male Pokemon knows a level-up move that the female Pokemon knows as an egg move breed, the new baby Pokemon will receive that egg move, for example, one of Scorbunny's egg moves is High-Jump Kick, so you need to get a female Scorbunny (or anyone else in the line that's still female) and breed it with a Pokemon who only knows High-Jump Kick by level up and also has the move right now in its moveset, like Hitmonlee or Lopunny. And obviously, they must also share an egg group with Scorbunny which both do, they're all in the human-like egg group so they are compatible. So the reason why Cyclizar can't give Dunsparce Shift Gear despite knowing it by level up, is because Dunsparce does not have Shift Gear as an egg move.