Lunatic Keine. Everything.
EVERYTHING.
I get caved by her every time and she doesn't even need her horns.
Are you destroying the familiars? If not, DESTROY THE FAMILIARS
On the last run I've died 3 times and captured only Ephemerality which is kind of weird.
Clipped everything else, both nonspells and spells.
First Pyramid and The Legend of Gensokyo are micromemorizable. Evil, but micromemorizable. Legend of Gensokyo in particular becomes ridiculously easy when you learn where to move to as it goes on. The nonspells are made MUCH easier by destroying some familiars - and the nonspell familiars are fragile enough for even Reimu to do it!
For General Headquarters Crisis, I prefer to go to a corner. It results in almost timing it out but it's a lot safer. Three Sacred Treasures is stupid easy though and you should be ashamed. :V
Probably my biggest obstacle on my way to a 1cc, as Reisen is piss easy.
IN lunatic stage 5 = net gain on resources even if you screw up the Tewi fight.
Does going for Eirin still make it a legit 1cc?
Yes, Eirin is about as hard as Kaguya anyway. Then again I've played a lot of times vs. lunatic Kaguya and no more than three or four times vs. lunatic Eirin.
And seriously, Keine is harder than anything before stage 6. If you know how to deal with Marisa/Reimu, you can even afford to die once or twice vs. Keine and still finish it with something to spare! Stage 5 is piss easy as you said, and stage 4 gives four bombs for you to bruteforce you way through whatever gives you trouble in the boss fight.