Protection from Illusions All cards that aren't on the battlefield, spells, and other permanents are Illusion kindreds in addition to their other types.
Remy, Last of Evanescier is legal in every format.
Rulings
2018-09-03
Remy has protection from any object that has the subtype Illusion, including any abilities with an Illusion object as their source. In practice, Remy has protection from everything but Remy and emblems, but it also won't have protection from anything that loses the Illusion subtype.
2018-09-03
Remy's ability that adds Kindred - Illusion uses timestamps. If a permanent loses all creature types before Remy enters the battlefield, it will be an Illusion, if it loses all creature types after Remy enters the battlefield, it will not.