Space Harrier was in FOTNS, 6 and 0. Honestly I'm glad its not in Kiwami 2, more room for other games instead of the same 4 over and over! (Virtual On rocks!). But yeah, there's some weird control issues going on with SH on the HD remasters of Shenmue 1 and 2, its way harder to play than in Yakuza and definitely doesn't have as good digital controls as the DC originals.
But back to your main question, I can't tell you how to get good, I can tell you how to cheese the game for the CP requirements. See, Jeff has one move that basically breaks the AI and is super abuseable. Its his butt attack, its something like forward + PKG (punch kick and guard all pressed together). Or forward, forward + PKG. I honestly forget the exact command. But its Jeffs ass attack, so once you get that move down proper just use it over and over. The AI will either not block the move (so you damage them) or block it (forcing them backwards). So either you KO them or get a Ring Out. Works against Dural and everything.
As for pressing all the attack buttons in one go, pause the game and check how the shortcuts are set up, as its usually bound to one of the shoulder buttons (R1 I think?) if your using a pad. So basically you can press forward + R1 or something like that and own the AI easily.
Sorry if the command is wrong, Its been a while since I played VF2 so don't remember the exact command off the top of my head.