Hydro Pump really screws wtih Ryu because of his weird air speed, and his aerials lend themselves to offense more than defensive recovery usage. For example if he throws out an aerial near the ledge, he'll generally go below it, which makes him vulnerable to a Bair stage spike or a simple Hydro Pump gimp.
Having tested Hydro Pump it seems to affect Shoryuken regardless of the invincibility frames. There may be portions of the attack that are totally invincible to HP but I couldn't find any, I do admit my testing might be wrong though because this scenario is so hard to test for one person with two controllers as opposed to two human players. Still, Shoryuken certainly seems to be affected by Hydro Pump at the apex of the uppercut.
Lucas' recovery is harder to gimp than I thought but he does die if we hit him with HP before the thunder hits him. He generally doesn't want to be using PKT2 against us, just like Ness. Even if we hit the actual cannonball attack, we can smack Lucas with a Smash before he arrives back on stage, it just won't kiil until later.
Roy's recovery is bad in general and cannot get through HP.
Overall I think we can gimp all of the DLC recoveries better than most, it just comes down to Hydro Pump screwing with stuff despite being a no-risk option for us. Like, a lot of characters may have more success just smacking Lucas with a Bair (ourselves included, actually) rather than trying to hit him with Hydro Pump, but they risk getting smacked with PKT2 in the process. It's all about risk/reward and our edgeguarding risk/reward ratio is incredibly good.