OKKKKK! I assume you know most of Scorpions weaknesses.
Mileena relies heavily on her Mix-ups and her offensive is OK, but not the best. She only has one low starter with a ton of overheads.
All I'm saying is block high and when you get that feeling that she's going to hit low block low, Most of her damage comes from punishing combos so be careful with your teleports and spear, Never.. NEVER... NEVER resort to hell fire against Mileena. Idc if she's throwing sais from fullscreen cause she's trying to either bait the teleport or Hellfire.
Now for your offensive options.
You want to get her into your vortex mix-up, How do I get her to commit to it you may ask.
Simple, No matter what version of her teleport she uses she's still unsafe. After a blocked teleport, D+1 into spear and go straight into the vortex mix up.
Pressure strings, 1,1,1 is one of scorpions fastest and safest strings in his arsenal and can lead into some options into vortex.
Example. 1,1 Dash cancel into grab you getting roughly around 13% damage if they take the chip and not tech the throw, but ever little damage counts
Another would be 1,1 into F+3(low hit) but this is risky because Scorpion has to hit confirm into spear to start up his vortex off this pressure string and if they guess right you can take some serious damage.
EX teleport vs Normal teleport (Scorpion)
Normal teleport on block is risky and is only situational, but EX is safe on block and can lead into the 50/50 vortex
After a blocked EX teleport you can either B+2, F+3 or either 1,1 into grab or 1,1 Dash cancel F+3
I don't mind helping people up their game, good luck