I played a Sheeva player on XBL, he said Mileena is so much more harder than Kitana when I used them both on him. Some things I noticed he did, Sheeva can Ex Low Grab Kitana's D1 at close range, Sheeva can Air Grab Kitana's Ass Away when she travels, Sheeva can Teleport Stomp (side switching or not) when Kitana spam Fans full screen, Sheeva can basically armor Ex Command Grab and Ex Fireball in this match up close in her offense game, F4 does wonders. Kitana can Fan Lift Sheeva's Teleport Stomp so she must play mind games to not get caught. I would worry about Kitana's Instant Air Fans on Sheeva's big hitbox but even Sheeva has armor on her Ex Teleport Stomp on her way up with the choice to land anywhere on screen and Ex Command Grab to catch her in the air, Ex Fireball knock her out of the air.
Mileena on the other hand, Sheeva can't Teleport Stomp because of Mileena's Teleport Kick on reaction, Sheeva can't zone which means she can't use her Fireball/Ground Stop when Mileena can Teleport Kick stagger on reaction. Instant Air Sais are problem for Sheeva's big hitbox. Approaching Mileena with Sheeva offense is very difficult because of her D4, even if Sheeva were to try a jump in kick on that small hitbox or cross over jump kick, Mileena can Roll her way out into a combo. The way the Sheeva player approached the match is using Sheeva's D4~Fireball and D3~Low Grab (mainly Mileena players try to D4 which puts her in a duck state for Low Grab set ups) pressure attempts, do not over poke because Mileena can Roll, this was used to bait her Roll attempts. Sheeva has to turtle the entire match and bait Mileena. One thing I did see him do was D1~Air Grab with Sheeva on Mileena's Air Sai upon landing up close. Mileena does 30% damage combos on average so at least Sheeva can keep up with the damage department, Low Grab set ups is her biggest comeback factor. Mileena is really that bad right next to Sektor and Noob Saibot. Sheeva is loaded with armor so that definitely helps, day 1 Sheeva was terrible lol - lovely buffs she got.