Maybe I just need more practice on the stick. 
Just seems I only get the cancel 1 out of every 3-4 times I try it. Same with all cancel into super moves.
Okay Ive noticed something kinda weird while practicing combos. Ive found if you hit a different button than the usual one, you can still get supers linked. For example, with cyber-subzero to throw an ice ball is down-forward-FP, but if I combo j.fp-fp-fp-down-forward BP I get an ice ball linked into the combo. Ive found the same with a few other characters as well such as Nightwolfs bow attack, raidens electric shot, and some others.
Are these instances intentionally programmed combos within the game or some kind of game glitch when using a custom control scheme cause its literally confusing the heck out of me why it works like this. Using a TE stick with:
FP-block-FK-Throw
BP-stance-BK-tag