I have a question concerning Shu and his Granzon. Consider that 2nd OG got 2 part which tells the story before and after the 2nd part of EX (i mean the time gap one when Masaki first followed Shu to the surface and returns to learned Ranbu no Tachi together with what happened after the battle of Volkuss with Shu joining the crew). In the later part of EX, Shu was using Neo Granzon so does 2nd OG explain why Shu uses Granzon instead?) Sorry if i might be wrong here.
Indeed you got something wrong : the last attacks like Ranbu no tachi etc, are notcanon, there's a reason they're secrets. They were put in for fan service (it also bumps the masou kishins' usability). Only EX plot happens, nothing afterward. Well, I'm not well versed in the EX plot, but it's the time skip that happens in between the two parts of Masoukishin 1 that we play (and it stops there).
Shu only has Neo Granzon in EX non canonically (you actually have to enter a code at the start screen).
If you mean when the cultists force him to activate it and you have it for the last stage or so, that's the later part of LOE which hasn't happened yet. And he reverts it after they are defeated, so he only uses regular Granzon in LOE2.