I made the same that you said, making a save states in the battle when the pokemon is in low HP 1 and sleep condition, I trhow the ball and if this fails, reload the save states. But with Mewtwo I almost try this for 2 hours but still not luck. Mewtwo have a high rate catch? also I use nest ball because of the shiny sprite of mewtwo. I don't know the rate of nest ball with mewtwo but really it's very hard caught with it.