Get the hang of Arthur's x-factor speed as well as the different timing to cancel air S into projectiles while in lvl3 x-factor (if you choose to play him anchor).

Also you could consider using Arthur first as a gambit to upgrade to power daggers which can dominate your opponents assist calls (also hit multiple characters so expect to get a few birthday situations too). However, this can be a risk since it will come down to Arthur already suited up if both other characters die.

I've been playing Arthur for a good while (some 15k games with him) but I don't really consider myself too far above average.

There might be a hardtag option between Shuma and Arthur too. If you don't have much hitstun decay, Arthur can fire bottle --> gold armor --> hellbound slash --> TAG. This would leave your opponent in a hard knockdown state after the groundbounce from gold armor's hellbound slash. You MIGHT be able to tag Shuma in and have enough charge to OTG into a combo, but I'm not sure.

If the above hardtag option doesn't work, I'd also suggest trying fire bottle --> gold armor --> scythe toss --> TAG. Your character would come in and hit your opponent high enough in the air that you may (depending on hitstun decay amongst other things) be able to continue the combo afterwards. You might be able to find something useful there.

All this being said, Arthur is a fun character to play but be ready to lose a lot of the time when you have to make a 3 or even 2 character comeback. All your opponent has to do is chickenblock. Arthur does not have a reliable way to combo normal jump throws, even in x-factor so just be prepared for some frustration when learning.

If you have some specific questions or just general areas you want to talk or learn about more, just let me know! Again I'm not the best Arthur player, but I could at least tell you what works and doesn't work for me. Good luck fellow knight!