I'm not really sure what to tell you since you probably know most of what I'm going to offer... I usually start all Sub Zero matches by air balling right away, it will go over a clone hitting them in the face and if they jump they lose obviously and if they just block standing still it whiffs and they could probably slide or something on reaction but I've never seen it done to me and you could just block low in time I think.
I try to stay either full screen or right up close, you basically won't win ever at midscreen against Sub Zero. Throw knives at full screen trying to bait the slide occasionally, and I think even EX Freeze loses to a knife if timed correctly. But if you're at midscreen be ready to react and any good Sub Zero will be inside of the clone so they can't get airballed so try to pay attention to where they're standing next to the clone so you can airball them and try to not get worked into the corner so quickly, you need as much of the screen as possible so after every knife hits... I like to scoot up a little bit and try to pressure with whatever you feel is going to be the safest option at that moment. I will say you can take a few slides here and there, but the pressure he can put on you during your wake up is pretty annoying. I get so scared to upball because of clones and I get grabbed alot by Sub Zero so I can't really offer much advice there. If Sub Zero starts to poke me alot in a fight, I usually just straight ball but it's kind of risky since they can cancel any poke into a clone but you could also jump straight up and airball to catch them in the face after a clone if you notice they are doing this pattern. You have to learn how the Sub Zero player is spacing the match quickly, and don't be afraid to grab him is you feel he is blocking correctly, as you want to be able to get damage on him since he can hide and chip you away with safe strings giving him the life lead... And if you're willing to try it, you should be keeping count on the ice clone timer and attempt to rush in or try dash blocking into the clones if the Sub Zero is rather far from the clone but it's risky to time.
I don't have any real advice against Cage, I don't seem to have much problems with him as it seems pretty simple to fight him. Well, more simple than Sub Zero that's for sure... So I don't know, that's really all I got. Looking back on it I could use some help myself with him, but I feel like I am pretty even with Sub Zero so far.
What problems do you have with Sub & Cage specifically...?