I am not sure if this is a glitch specific to Project M or Brawl in general, but Gardevoir was released on Castle Siege and began to walk through the top portion of the castle itself. It is only a minor cosmetic glitch, but it appears as if the path of Pokémon directly collide with the background of the stage, specifically on the right hand protrusion of the castle. Other objects, such as the fighters, exist perfectly fine in front of the background, so as far as I know this problem is only specific to Pokémon (or maybe even just Gardevoir).