I found it in my UCD then I bought it for 1,9xx,xxx then I went straight to the GT Rally on the hardest level but it wasn't allowed can any one suggest another rally car for me
It probably has way too much hp to participate in those events.
This is because the Escudo was not a rally car
Wrong. It's because GT doesn't have it labelled at as "Rally Car." Otherwise it would smash that event and would be the best car available with a Rally ticket. That event only allows WRC cars, which the Escudo is not. A lack of involvement with WRC is hardly disqualification from being a rally car.