So kinda discovered this by fluke and I'm not sure if this will help in the matchup on the whole but at least its nice to have one option.
Sub-Zero and his damned Ice Klone in the corner is a nightmare to deal with, especilally when he can bait EX Roll and full combo punish. What I found is that if Sub-Zero goes into his string to Ice Klone and follows up with the overhead, Mileena can use standing 4 to counter hit Zero, hence nullifying the klone. You have to time the standing 4 the moment you see the animation of the overhead begin otherwise you will trade or lose to the overhead. As a bonus standing 4 can also be confirmed into Roll for a full combo.
Now I'll admit this is only one scenario as I have very little experience Sub Zero and this is the most common setup I see so I'm not sure whether it will beat other options. Also if Sub Zero takes a step or two back before using the overhead the timing of standing 4 has to be slighlty delayed, but maybe people can take this idea and develop it further.
@Mr. Mileena
@Premonitionist
@Saboteur-6
@1man3letters
@TakeAChance
@JDE
@Sultani
@All other Mileena players
Did you know that if he throws a clone out, you can ex teleport kick and if he blocks and you land in it, you can just walk through it?