First of all, welcome to the forum.
Second of all, don't say mugen, its taboo around here...
About your problem, canceling is just like it is in any other 2D fighter. For 214a jump cancel, you need to input 214a8. It needs to be done relatively quickly after you input the initial 214a. As for dash cancelling, Satsuki's dash is probably the worse in the game, as it can't really cancel into anything except Ex Bite. Just input the Ex Bite after you do the 66 to dash. Not much else to it, I guess.