I play pretty much 100% bulldog rushdown with Cryo Sub and most of the time they're stuck in the corner about 90% of the match, dying hard

but then again I rely heavily on good reads and knowing the best punishes at the best ranges. Sub has REALLY good buttons and punishes, and a ton of them give pretty hefty frame adv. on hit, especially 1,1,1, b1,2, d4, f+4xx etc. If they really like pushing buttons you can really stuff just about anything at sweep distance on reaction. D4 should be abused - a lot - and combined with quick runs cancelled into more pokes. Always, always ALWAYS maximize your damage (so many noob Cryos now have no clue how to break 30%), you need to hit like a truck every time and scare them. Also, learn to punish dumb jump-ins/YOLO buttons with EX Hammer on reaction. I love swarming them with d4 and f4xxHammer, so long as you pause once in a while and watch for retaliation if you're at disadvantage, block and punish the fuck out of them.
Typically I'll tick with d3/d4 and stick out the occasional b1,2 to interrupt/hit confirm and catch them napping. If you stick to his few safe/semi-safe pokes and don't overextend, it's not hard to get them scared to do much because his damage is more than intimidating now, and that's a factor you need to push with Cryo to get the full mindfuck. Train them to block low with d3 and d4 and pop them with b2/b1,2 interrupt whenever you have frame advantage and KNOW they will press buttons, and after one or two 40%+ punishes almost anyone will get shook... and that's when you close in. Sure there's more to it than that and it sounds a little YOLO, but I fully believe that Cryo is at his best with a mix of punishing and full-blown rushdown... and more importantly, pushing the intimidation factor. With GM, Sub's game is to get them feeling powerless and stuck behind the clone all day... with Cryo, you need to have the shock and awe "holy shit 80% of my life is gone in ten seconds" factor to cripple them mentally.