I was battling will he sent out his slowbro and I try and use confuse ray but it says it doesn't work, which is strange because the last three battles I had confuse ray worked fine on the slowbro.

 

I'm kinda thinking this is a bug but I'm not sure, it was not under any other status effects or conditions it was freshly sent out and I tried confuse ray 3 times before giving up on trying the move on him anymore.

Well two things one, it could've just missed, and has an in-descriptive failure text. Or that time Slowbro had the ability own tempo that time, and had oblivious the previous time.

Do the e4's pokemon's nature's/ability's change each time you battle them?

Yes they change, not a bug :)