The main goal of the MU is to gain stage control, hold your space, and edge guard Pythra, as while she has the stage it is very hard to contest her position, which means you need to play slow and cautious
Landing simple but effective reads in order to keep Pythra away from stage as much as possible, be it Juggling or ledge trapping
While in neutral, Pythra always has advantage, with fast long normals that G&W cannot up b OOS effectively, keep to the ground and approach with shield in order to mess up their spacing and gain an advantage, Pythra's main options are almost always going to outrange yours, so play a Punish game on her more committal options
On ledge, Pythra has a pretty good get up attack that makes bacon need to be spaced properly, and Mythra can foresight through bacon ledge trapping, most other options are beat out by basic bacon routing however, making this the most basic part of advantage, be aware that Pyra will try to cheese an up b kill at ledge if you aren't careful
Pythra has a bad recovery against G&W offstage, with up b beat out by bair in most cases and Mythra side b getting beat out by G&W up b, landing these hits can make securing an early kill very easy, and shift the tide of the battle to your favor
Pyra has low drift and is much easier to juggle with up air, making Pyra the best to get into disadvantage, Mythra however can foresight up air pretty reliably, especially after getting hit by up b, making Juggling much harder to set up against Mythra, done correctly, the goal is to force them offstage then land an early kill with bair or up b
Mythra nair has a landing hitbox, the number of times I've forgotten this when I think Mythra didn't space the nair on my shield is staggering, be as patient with your up b's as possible
Unless Pythra is very close to your shield, there is no reason to up b, instead try and Punish the second move they throw out on shield as that will more than likely be less safe, especially when Pythra is on the approach
Mythra prefers stages with combo potential and maneuverability, whereas Pyra prefers stages in which she can corner you easily with her large hitboxes, because of this, it is better to choose your counter picks based on preference of which one you feel you play better against