Any tips on Sub-Zero? He's definitely giving me the most trouble. Clones are definitely giving me a hard time. Jax's projectile is too slow to be an answer, and jumping in gets punished too easily.
EX Dash Punch has armor(it can go through both Ice Clone/Statue and an Ice Ball/Beam with one use), and since you can choose to throw the opponent in either direction on hit, a successful EX Dash Punch could end up placing him in the corner (Sub-Zero's goal is to corner you). Note that you'll take no damage passing through these attacks. You could also use whiffed Gotcha Grabs to build some meter while Sub-Zero's hiding behind/inside his clone. If you manage to find an opportunity for a throw, you could reverse your positioning relatively easily as well because of the fifth, 24 slam. An Air Gotcha Grab would also switch your positioning, but Sub-Zero probably won't be jumping in, and you'd otherwise have to either 2,f+2,b+1 xx Air Gotcha Grab or Ground Pound into it.
You could also try to use Ground Pounds. Jax does have the tools to deal with all of Sub-Zero's responses with his new dash-cancels, but EX Dash Punch with Gotcha-whiff meter building is much easier and probably better.
Once you're in, try to stay close enough to prevent him from using Ice Clone (unless you want to bait it and EX Dash Punch). You could also counter a "failed" clone (too close to create one) with a standard Dash Punch, though this does move him rather far away on hit. I'd say use jump-ins/jump-overs sparingly due to clone/slide/sword responses, as well.
As far as the Ground Pound idea goes... haven't tried it, and EX Dash Punch seems better, but I'd imagine it'd be something like this:
If a Ground Pound hits him, you might have an opportunity to jump over the clone and dj.4 xx Backbreaker or EX Dash Punch through the clone. It may also be possible to do dj.1 > (dash > 1)x? xx Gotcha Grab instead of dj.4 for a bit more damage. If Sub-Zero's response to Ground Pound's startup is to neutral or back jump, jump over the clone if possible, or cancel into an Energy Wave or EX Dash Punch otherwise. If forward jump is his response to Ground Pound, use uppercut or Air Gotcha Grab, or maybe dj.1/4. If he responds to Ground Pound's startup with a Slide, you can either dash-cancel the ground pound into a crouch-block or a jump to dodge, and perhaps punish. Unfortunately, you can't neutral jump after a dash, so with poor positioning, you might have to either eat the clone or the Slide if you can't time a dj.4 well enough to hit him out of Slide since you can't block immediately after a dash-cancel. If he uses Ice Ball or Beam, either dash into a jump over the clone to dj.4 xx Backbreaker or dash into a crouching state. I think that about covers all the situations with the clone not disappearing... If the clone disappears as you perform or cancel Ground Pound, the options change a bit, but one situation that might be a bit worrying is if he jumps in response and the clone vanishes; he'll be able to make another one in mid-air.