Surely this has been done before - but I'm not aware of anything of the sort. So, I present most humbly my attempts to duplicate Okuu's CAUTION!! alerts in Danmakufu. The script is easily included, and I've included a sample script to demonstrate the effects.

Click the image to downloadThe pack also includes scripts for an animated Cirno (including leaning animations for moving East and West which back out of the animations appropriately when switching) using the PoFV images (handily ripped by Drake, I believe). I was testing both of these at the same time and couldn't be bothered to modify the script to use Rumia.
These scripts aren't really complete - they're nowhere near sufficiently defensively programmed and the Cirno script, especially, could be redesigned to support a better featureset. I also need expert eyes to compare to the originals to fine tune the timing, alpha, and positioning.
Please don't judge too harshly.