Yeah, Blues are immune to Nair. In general, Oli really irritates me, and this is coming from someone who mained him in Brawl (cannot stand how he feels in Smash 4). The fact that he can literally throw out huge, long lasting hitboxes one after the other in quick succession makes Greninja's approach game even worse than usual. On top of that, camping him is a pain since his Pikmin just absorb Shuriken. Also, I think he has the worst small/floaty ratio for us, leading to him constantly escaping Uair. Oh, and he kills stupid early. On the other hand, he dies really early as well. I feel he might be one of those MUs where we have to force him to approach (like Villager), but I really need to take the time and learn what is and isn't safe on him. Also, Dair is a relatively safe bet I believe. Like in Brawl, aerials destroy Usmash for no reason still, and he doesn't have a good OoS Usmash like he used to. No customs, I'd personally put it slightly in Oli favor (45:55 imo) without customs. Might be even or slightly in our favor with Shifty.
Oh, one important thing to note, non-White Pikmin really don't do much damage when they're on you, so even if Nair doesn't get that blue off, as long as it gets the other one(s) off, you aren't going to be hurting too badly. Another important thing to note is that Sub plays an interesting role in this MU where it can be used for surprise mobility (the Pikmin on you can activate it), but you will never be able to get it off as a kill move (barring some sort of wizard-like Ftilt read). Since most of Oli's ground moves involve Pikmin separate from Olimar, he doesn't suffer from the hitlag himself, just the Pikmin, giving him a ton more time to shield a Sub. Although, I suppose we could try out Ambush to wreck his shield, but I'm personally not too experienced with the drawbacks of that custom, though.
Can't stand fighting Olimar at all personally. Way too weird/frustrating a MU