And PMD is literally a first party source
PMD is not a first party source, nor is it a primary source.
Primary sources: Core games (Red, Green, Blue, Yellow, Gold, Silver, Crystal, Ruby, Sapphire, Firered, Leafgreen, Emerald, Diamond, Pearl, Platinum, Heartgold, Soulsilver, Black, White, Black 2, White 2, X, Y, Sun, Moon, Ultra Sun, Ultra Moon, Sword, Shield, Legends: Arceus, Scarlet, and Violet, and any games that interacts with them in a meaningful way, such as by being able to transfer Pokémon to/from them)
First party sources: Direct statements from, and products directly made by, The Pokémon Company, Creatures, Inc, and/or GameFreak.
Secondary source: Anime (IIRC. Either this, or Adventures)
Teritary source: Pokémon Adventures (IIRC. Either this, or the Anime)
Quaterary sources: Everything else that is part of the Pokémon franchise.
Mystery Dungeon (Made by Spike Chunsoft, a third party developer) falls under a quaterary source.
Pokémon Masters (Made by Dena Co., ltd, a third party developer) is also a quaterary source, but a bit closer to teritary than other quaterary sources.
If there are disagreements over things that can't be explained away with alternate universes (E.G. the cosmology as a whole, multiversal constants, and such), quaterary sources loses to teritary sources loses to secondary sources loses to primary sources.
Arceus falls into the "multiversal constants" category, and the primary sources repeatedly insists that it stands above everything else, transcends reality as a whole, fuels all of reality, and so on.