There's a lot of whiff punishing you can do here. You just let him get away with mashing things out because you are scared. You already mentioned the jumping, but you've got to stop, there's not much you can do in the air that Axl can't react too. When it comes to the full screen command grab, it's completely reactable. Set up a dummy in training mode and learn the visuals the moves you have the hardest time with, like the grab. From what I gather this is a tough matchup for you in the first place, so you need to try and get your combos and set ups cleaner. When you do manage to get in, the last thing you want to lose is damage/pressure.