I can't catch Tapu Fini?

[Brockahly]

First off throw a quick ball at it if that fails have a Pokemon that knows false swipe or holdback and use that till its down to 1 hp, then put it to sleep/paralyse then start on the ultra balls. If you're getting so far into a battle that you're running out of PP, then start using timer balls, they work off the amount of turns in a battle(the more the better). Good luck!

EDIT: Not sure if Tapu's are harder to catch than Solgaleo, but I just caught Solgaleo on my 2nd try with it at 1/3
health at night with a dusk ball.

EDIT 2: Just caught Tapu Koko on very low health on 15th+ try with a great ball