Does making a copy of a mind control effect get around hexproof/shroud? Does the creature that transforms into a mind control get around it too?
Copying an aura works just fine. If an aura would enter the battlefield not attached to anything, its controller chooses an appropriate permanent, card, or player for it to enchant and it enters the battlefield enchanting that object or player without ever targeting it.
Soul Seizer, on the other hand, or more correctly its transformed side Ghastly Haunting, isn’t entering the battlefield since it’s already on the battlefield. Rather, it becomes attached to the creature targeted by Soul Seizer’s transform trigger and thus hexproof protects the creature from becoming enc-haunted.