If I use Guzzlord GX's "Eat Sloppily" attack and discard a Beast Energy {*} card, would it get attached to the Guzzlord GX, or would it go straight to the Lost Zone because it was discarded?

When "discarding the top 5 cards of your deck", any revealed Energy cards get attached to Guzzlord GX immediately, before they reach the Discard Pile. Therefore, Beast Energy {*} gets attached to Guzzlord GX rather than going to the Discard Pile or Lost Zone.

Relevant cards

SMA_SV71