Nanaya's double j.c is possible only on counter hits, so make sure you have CounterHit set on Low/HighCounter in practice, and if you want to get it down, it is easier to choose someone with a large hitbox first (ie. Warachia, Nero) and move down to medium size (ie. Nanaya, Shiki) then small (ie. Len, Miyako).
The window for which this works is slightly tight, basically your aiming for their head for the first j.c airdash j.c. You should find your second j.c should nearly whiff.