I main Jigglypuff so best thing I can think up:
Pyra/Mythra are sword characters with
Long Disjointed Moves.
Best way to counter that is to bait and punish
Make them strike first. Play a Counter-Defense Strat, your characters are good for that.
Both ladies are scary in their own ways.
Mythra:
Fast, Jumpy and really Agile.
Wide, Strong moves that are easy to hit with.
Insane combo game
Quick to punish, not too punishing
Pyra:
Slow but, really, REALLY Powerful.
High knockback, can kill at like, 60%.
Getting punished anywhere above 50% will lead you to certain death.
Explosions.
These can be countered though
Mythra: Super light, good use for heavy attacks.
Her specials leave her wide open for punishment.
Pyra: Same with specials.
Super slow.
Decent combo food.
Good frame rate is very helpful for the duo
So keep that in mind