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Nice work making Captain America finishable! You're on the right track.
One thing you'll be doing a lot is going from an MKP character back to Cap. I'd think having Captain America do Johnny Cage's uppercut the head off fatality would probably be the easiest one to duplicate. But if it seems like there's another fatality that Cap has the sprites to mimic, try that one out.
You'll need to be able to make a ChangeState in the CMD file, the Animation for the fatality in the AIR file, and the StateDef in the CNS file. You'll probably be able to find good sounds in the SND file, but you may want to add some from an MKP char.
If you do settle on making an uppercut fatality, you can use an existing animation, or you can copy and paste that animation into a new animation and change the timings to make it look more fatal.
Since you want it to mimic the way MKP do their fatalities, open up Kabal and find his fatality you did in the video. I think it plays a sound and the screen goes dark. So find the playsnd and other effects.
See if Captain America is using that StateDef number. If he isn't you could duplicate it inside Cap for consistency. Once you have the new StateDef number add the top with anim = the uppercut, and add a ChangeState at the bottom. Give it a
trigger1 = time >= 240
This way you can use it in game and it'll still let you go back to normal.
One thing I like to do for creating a new move is to change Standing Light Punch's changestate in the CMD file to my new state's number. This way all I have to do is press X and it'll activate.
Once things are showing up in game, try to find out what Kabal/Johnny use to make the fatality happen. Do they make the bones and heads fly, or do they rely on P2 for that?
More than likely, you can check out Kabal's fatality and see how it looks on himself. I imagine that the StateDef Kabal sends P2 into for the fatality has an animation with a blank frame. That's why your Captain America has 2 bodies. You animation doesn't have a blank frame at the end.
Remember, you can press F4 to reload the round. So you can look at Kabal's debug values and P2's debug values pretty easy. F2 and F4 will probably become your favorite buttons.