Nice video! Totally stealing that corner one.
You can usually mode change in a lot of situations, but the big factors are how high you hit them with sb megido, and how low they get hit by cannon
If they get hit too high for cannon 5aa > activate route won't work, j.2b route needs to be used, which can be a lot more unstable
Anyways I went into training to try it out on the whole cast -
you can do it off any route into sb megido, as long as the sb megido hits high enough, but the most stable is if you do whatever into j.c > 5b > sb megido > 22a > cannon asap. dash 5a has to be delayed slightly so they are low enough for the 5aa to hit
i don't think labrys needs any special timings
for chie, delay your 5b before sb megido a little so that she is hit higher up, or else cannon will whiff