That's weird. Kratos is such an underused and unexplored character that something like this hasn't come to light until now.I'm pretty sure it doesn't connect on Kitana. after the JIP, I just buffer F42 (hold), so it should work. However, after the F4, the combo interrupts before Kratos do the ascension (so, if a Kitana player is holding block, it will not connect). I don't know if it is only Kitana or other characters are also recovering after the last F4.. I can connect it against several characters, but no Kitana.. I can end it with plain B2 (hold) after JIP, but I have to say that sometimes, out of being used to do the same combo, F42 comes out without thinking.
Other situations: corner combo:
F42, 11, Apollos Bow, 1, Head of Helios, F42 - 4. Depending on the character, the last F42 dos not connect either (F4 connects and then the combo ends before the 2)