Thought I'd just expand upon some stuff I read in Brett's long post, however I'm only a 12th dan and didn't play him extensively in +R so take that with a grain of salt.
Treasure Hunter: The ideal situation is where they fall from the sky after and you can continue your combo. For this to happen you need to cancel mist stance into Treasure Hunter (63214[K]656S while the opponent is airborne). I have great diffuculty with this but it is more than possible, just awkward.
I don't know if it's something to do with combo hights or fall speed, but it feels like you delay coins more after airborne MF high. you generally only go for MFHigh>land>coin>iad>shit for corner carry as anything after the first MF gets scaled pretty heavy outside of his midscreen shit that is shit>MFLow starter
Brett has said this a lot, but I really want to emphasize that 2S is AMAZING. It makes haracters that aren't fast (Millia,Chipp etc.) hate themselves. However (I believe like XX Johhny) he doesn't have true sword normals. Things like 2S, 2HS, and especially j.HS definitely have hurtboxes on the swords. All this means is be careful with your spacing against characters like Ky. Personally I struggle most with figuring out how to actually land the hit once I get the guard bar cranked.
I guess if anyone has questions I can try my best to answer them.