Unfortunately she's probably the worst character for Story Mode. Weak shot, weak charge (and her Level 2 can just randomly kill you it seems, so I avoided using it), bad scope, and she faces Chiyari on Stage 4. Lack of a good scope really hurts on Chiyari especially.
It's very important to know when to play passively on Zanmu. Zanmu can use her Level 2 to instantly wipe all the dark spirits from Orin's EX, letting her build massive chains that give her a ton of free Level 3s on top of extra spears from the killed spirits + whatever bullets that get reflected in the huge explosions.
Also unfortunately did not get Marisa's laser card which would have been nice for DPS.
Wasted an important bomb on Stage 6 when I mixed up my X and C keys because of smooth brain, but thankfully managed to pull through in the end. Speaking of bombs, I thought I was seeing things but the size of the first bomb Orin uses on each stage always seems larger than the others and I have no idea why it does that.