I think you should stick with your Ammy/Morrigan/Hsien-ko team, but your order should be:
Morrigan (Soul Fist)
Hsien-ko (Senpu Bu)
Amaterasu (Cold Star)
Your Amaterasu had no assist support at the start of the round. Senpu Bu isn't going to do anything without Hsien-ko being gold. You could try running Hsien-ko on point backed by Shadow Blade to get armored at the start of the match, but IMO it's better to earn the armor than try to cheese it in at the start of the match.
Cold Star is one of Morrigan's best assists in the game. I notice you don't use her s.L, fly, j.S mix-up, which is really good. You tend to ground dash, which is very unsafe. Amaterasu is one of the best (top 10 IMO) anchors in the game, but she's not too great on point because her damage is so low.
If you're interested in playing this setup, let me know and I can share some Morrigan/Amaterasu tech with you. I have plenty because I tried to get Morrigan/Dormammu/Amaterasu to work for a week.