The Blitzes are always a pain in the ass. These are my strategies for them:
Nero: Level 3 Charge shot till they lose the cloak, then DT and buster them twice, and make sure you hold a charge shot during both of them so by the end you'll have a lvl 3 charge. When the Blitz backflips from the second buster, unleash the charge shot the streak toward him, and buster him one last time. This will bring him to where a single shot will kill him, so when he's charging up, just shoot him and you get an SSS rank (Don't forget to taunt
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Dante: Equip the Gilgamesh and Royal Guard. Get near the blitz, and ounch him, then immediately parry, and you'll absorb the hit, keep doing this till his shield comes off. When it does, go near him and RI (Only distort the final hit or he'll fall out of it), and this should bring him to the "Red Cloak" state. Simply dodge his attacks, or punch+Royal Guard.
Vergil: Use your sword formations to decloak him, then if you have a Lv3 Concentration, charge a rising dragon with Beowulf to level 3, and it will bring him to an inch with his life. A single summoned sword will kill him (Use a formation then taunt for ultimate badassery points)