shulk is straight up first party. nintendo bought monolith soft through a couple seperate purchases in 2007. since then, monolith has only made games on nintendo consoles. they even helped with skyward sword, new leaf, and other major first party titles. as much as I think shulk is weird for smash, he is 1st party.
yeah, he’s definitely about as first party as you can possibly get
but even if Monolith wasn’t a fully-owned subsidiary, Nintendo owns the Xenoblade property, so he’d still be a first party character anyway