I've played this matchup extensively and I feel it's really hard for Harley, she can't deal with air missile well, she doesn't have enough time to fire off gun shots and block as the missile comes down to knock GL down so the trades in fireball game is pretty bad. You're going to trade a lot and it's not going to be in your favour. Missile is too fast to try and counter him with cupcakes/pop pop. One way of dealing with air missile is doing TS and then TS~3 to catch him doing an air missile then SS in to close gap. You can also try b+3/f+3 MB if you're a bit closer.
Your main objective is to try and corner GL and keep him there, he'll push himself back by doing air missile. You can punish his lift move with tantrum stance (dropkick) into 1 within it's range, and b2,2 when you're closer.
His normals are better than hers, b1,3 is insane and he can linger outside Harley's b2,2 and whiff punish with it, Harley also can't jump in on him as his lift is a really good AA which can go into a combo. His gatling gun tears through her b3 MB armour so you have to be wary throwing this out as a poke.
b1,3 is safe on block, he's like -4 so you can initiate your pressure on him (it's a really stupid move though), you can super through both gaps, b1,3 and b1,2 but you cannot interrupt with a d1.
Watch out for his overhead when he is upclose, it's like 18f (?) but it has little range so it's a thing you should be looking out if he's up close, he's going to mix it up with f+3 or b1,3 for a high/low.
This matchup I feel is like 7-3 for GL, because Harley can't keep up with him in the fireball war so she needs to go in and even then, her upclose game is pretty bad. One saving grace for Harley in this matchup is that GL can't punish Harleys TS~1 due to no 6f normals.