Check the wiki for hitboxes on the counters that are hitting you, I know yosuke's is very low to the ground and in front if him, if you activate it with a crossup you get a big punish. However teddy has a better hitbox on his counter, I know I get hit by that alot. Also note that some characters have air Unblockable furious actions, like akihiko and some characters have air Unblockable supers like mitsuru ice block