Since Saya's purely a swordfighter with no really flashy techs in her own series, I'm getting a bit creative here. She's hopefully going to be a speedy character with the ability to slash and stab opponents repeatedly in melee and employ some powerful supers, but her defense will be quite a bit lower than most other chars.

For movement, I'm leaning toward Touhou Hisoutensoku style, right down to being able to graze.

Instead of a taunt, she'll power charge. That actually seems in-character for her, too, because she doesn't seem the sort to taunt her opponents, but would definitely build up her fighting spirit if given the chance.

For supers, my ideas include:

A slashing run akin to Youmu's Human Sign - Slash of Present spellcard from Soku.

A lunge that will put the opponent in a nasty impalement on Saya's sword if it hits, and seriously damage the victim's power gauge if unblocked.

A self-buffing technique that'll induce super armor and a speed boost, but disable blocking, power charge, and supers.

A desperation attack where Saya just runs forward while powerfully slashing everything in her way. Would only be usable if half or more of her life is gone.

I'd also see to trying to give her two strikers as well; Kai and Hagi. Kai would give Saya a projectile attack, while Hagi would slam into the enemy's position from above and then shield Saya for a bit.