Jer
I'm a literal Sloth
I've had experience fighting all three of these characters at high level, and let me say Sonya and Kenshi may be the toughest to deal with.
When fighting a cage(Playpal is the best cage I've fought so far), you really need to keep him out and NEED to want him to dash and d3 into you so you can bait it into getting a u4. Ending combos in f2xxsai is the only thing you need to be doing in this MU.
Once he's in your face you're pretty much screwed unless you manage to poke out at some point. This is the only MU where Mileena really needs to zone her hardest.
For Sonya(I've played Death and Shady/Riu48 this MU), I don't think Mileena has an answer at all. Divekick blows up d4 every time, you always constantly have to be aware that ex cartwheel is around the corner, if you jump you're getting AA'd into full combo, if you telekick at the wrong time it's the exact same thing. This is another situation where if you're in the corner against Sonya there's nothing that you can do, she'll divekick everything you want to do in order to get out, unless you get lucky and get a roll. I don't believe zoning works here because she can just arc kick into you on reaction to your sai.
On for Kenshi,(Blackula/Arturo are the Kenshi's I've faced) your reads NEED to be on point to make anything happen in this match, there's almost no reason to be blocking high here. If you're full screen, you're going to have to know when the Kenshi wants to do overhead slash and roll up to him on reaction to it. IAS is a bad idea due to reflect/overhead slash. When you're in shoulder range it's still not easy, he can blow you up for wanting to do ANYTHING here, unless you manage to get a tele on him to start pressure. I find you need to have to know when to crossup on him, and hope that he's not doing RK/Shoulder in the direction that you're going to be jumping too. One shoulder and you need to run the gauntlet again.
I believe cage is 4-6 but Sonya/Kenshi may as well be 3-7.
When fighting a cage(Playpal is the best cage I've fought so far), you really need to keep him out and NEED to want him to dash and d3 into you so you can bait it into getting a u4. Ending combos in f2xxsai is the only thing you need to be doing in this MU.
Once he's in your face you're pretty much screwed unless you manage to poke out at some point. This is the only MU where Mileena really needs to zone her hardest.
For Sonya(I've played Death and Shady/Riu48 this MU), I don't think Mileena has an answer at all. Divekick blows up d4 every time, you always constantly have to be aware that ex cartwheel is around the corner, if you jump you're getting AA'd into full combo, if you telekick at the wrong time it's the exact same thing. This is another situation where if you're in the corner against Sonya there's nothing that you can do, she'll divekick everything you want to do in order to get out, unless you get lucky and get a roll. I don't believe zoning works here because she can just arc kick into you on reaction to your sai.
On for Kenshi,(Blackula/Arturo are the Kenshi's I've faced) your reads NEED to be on point to make anything happen in this match, there's almost no reason to be blocking high here. If you're full screen, you're going to have to know when the Kenshi wants to do overhead slash and roll up to him on reaction to it. IAS is a bad idea due to reflect/overhead slash. When you're in shoulder range it's still not easy, he can blow you up for wanting to do ANYTHING here, unless you manage to get a tele on him to start pressure. I find you need to have to know when to crossup on him, and hope that he's not doing RK/Shoulder in the direction that you're going to be jumping too. One shoulder and you need to run the gauntlet again.
I believe cage is 4-6 but Sonya/Kenshi may as well be 3-7.
neckbite. 
