Kaguya would be kind of weird to implement. She has super human strength, so would you implement that? Even though she has super human strength, she rarely appears to use it, so should you implement it? Or just ignore it, since Aya is a youkai and should be physically stronger than Reimu or Marisa, but the damage does not reflect that on her physical attacks.
Her speed should be fairly slow, but she can stop time, do you implement her abilities as the same as Sakuya's? The description of her abilities is that she can do anything at instantaneous speed, so would she have some kind of time freeze/blink strike mechanic? Would you also implement her ability to manipulate parallel time lines(part of her time manipulation)? This could give her some sort of swap mechanic, kind of like Komachi and her life swap or position swap.
The Impossible Request should be implemented, but not necessarily all of them. I think the most well known one is Jeweled Branch of Hourai or something like that.
How about her resurrection? It doesn't really matter if fighters don't die, the point is Kaguya and Mokou both have a resurrection theme associated with them, so not having a resurrection mechanic is weird. If either Kaguya or Mokou are in, it is expected for one of them or both to have a resurrection mechanic. How do you balance that? It would be quite difficult and takes a lot of time. Do it wrong and they are either overpowered or too weak.
Every character in the fighting game ends up with some sort of way to become a melee master.
- Reimu's Miko-Fu
- Marisa's Broom-Slap
- Sakuya Ninja-Maid style
- Sanae's gohei/wand/stick suddenly becoming a magical weapon of ultimate destruction.
Those are kind of bad examples. Reimu and Sakuya should be decent at martial arts. Marisa and Sanae would likely be physically fit, so while not martial arts experts, should be able to hold their own. Patchouli and Alice are known to be not as good physically and it somewhat reflects in the game.