GoKawiilIMAX's own marketing generally uses the more specific phrase "Shot with IMAX Film Cameras" rather than "Shot with/in IMAX." In this case, the description is literal: filmmakers captured at least some of the movie using IMAX's large-format film cameras.
IMAX film cameras use a 15-perf 65mm format. The 65mm film runs horizontally through the camera, with each frame spanning 15 perforations across the film. That creates the large, tall 1.43:1 image associated with IMAX film, meaning the image is about 1.43 times as wide as it's tall. The camera film is 65mm, while theatrical release prints are 70mm, which is why those screenings are advertised as IMAX 70mm.
A movie doesn't necessarily have to use IMAX cameras for the whole movie to receive the label. Oppenheimer, for example, was shot partly with IMAX film cameras, with those sequences expanding into the taller IMAX image in compatible theaters. The Odyssey goes further: IMAX says it is the first feature shot entirely with IMAX film cameras, helped by a newly-engineered camera enclosure that made synchronized dialogue scenes practical at that scale.
That makes The Odyssey a clear example of what people usually mean when they say a movie was "shot in IMAX": every frame was captured with an IMAX film camera. Seeing it projected from an IMAX 70mm print, however, requires one of the select theaters equipped for that format.