Even 2009 Jutsei had heard about how fucking hard SMT and Persona games could be, that's a contributing factor, really.
Pretty much everyone says that, Yukiko and Kanji rock your shit, but after that, it gets a lot easier and you can relax after that.
Lies, lies, and more lies. Shadow Yukiko is actually pretty easy if you dizzy the helper and guard against the extremely telegraphed Burn to Ashes. She's just the typical wake-up call like Matador is in Nocturne.
Shadow Kanji is the WORST. Always guard whenever Shadow Kanji uses Power Charge, otherwise your team will die, right then and there. Also keep a Dekaja user or two (Yosuke should have it by then) to get rid of Heat Riser. Let Chie use Tarukaja/Rampage a lot, you can ignore Tough Guy draining it. Use Yukiko as you main healer since she can only damage Shadow Kanji himself. Get a Persona that resists physical like Eligor. And always, ALWAYS be on the lookout for Fanatical Spark. One bad hit on Yosuke with that thing and it can end there.
Shadow Teddie is actually pretty tricky if you don't have debuffs (which I only had some). You can forget about buffs at that point since you only have the one-at-a-time buffs at that point. He's not
terrible like Shadow Kanji but he's definitely not something you can relax at. friggin nullity guidance aaaaaaaaaaaa
Shadow Mitsuo is a huge pain in the butt. At that point you should be able to have Black Frost who is pretty much built for that fight, but you always have to be prepared for stuff. For the shell, keep your buffs up and his debuffs down, and keep a party member or items that cure Exhaustion (Teddie was pretty much made for this fight). During the real fight, you have to worry about two things: weaknesses, and fear. If Shadow Mitsuo uses an elemental attack (you will always know what it is because he uses a wall for that element first) and it hits a character's weakness, he'll use Megidola which will essentially wipe your party out completely. If he fears a party member, he'll kill them instantly using Ghastly Wail. And that includes you, which means instant game over. ALWAYS keep someone with a Sedative or Me Patra to keep that from ever happening.
Shadow Naoto is a joke in comparison. Just play smart and force her to use up turns with Dekaja and Dekunda since she can only attack once per turn.
I'm currently stuck on Kunino-Sagiri. Screw Unerring Justice.