I tried playing the game again to check a few things, and indeed Ennui Mademoiselle is a pain to input.
I finally got my answers when checking Rock in practice mode, the input delay is extremely tight and I had a hard time inputting Rock's Asura Throw with my usual 270° as I did bacjk on consoles, but following up with rasetsu (breaking Asura Throw with LP+LK) has a very tight window where you must input it BEFORE Rock starts rolling his arms after the throw.
Similarly, it seems the input windows for Ennui Mademoiselle is very short, much tighter than on Neo-Geo, from memory.
I don't remember if the game has input delay options, but if there are, it would wise to try them, else you're gonna have to work on supersonic reflexes, which I admittedly don't have.