First off, if you ever want to sit down one day and practice the matchup with me over Skype or something, let me know. I love doing intricate matchup testing with people that are interested in it, and I could really use some Pit practice myself.
- Nair: It's similar to Diddy's side b, in that you generally want to challenge it from the ground, unless you can get into position to punish it way ahead of time. I'd recommend trying Up smash ( Dashing in, then jump canceling to get under her ), or dash back > pivot forward smash. I'm not sure which works better, but give both a try; Rosalina's air mobility is decent, but you can usually tell when she's committing to the nair way before it hits.
- Luma: Not sure if you're versed in both Pits, but I'd argue that Dark Pit is better at killing Luma, and Pit is better at killing Rosalina ( Reason being that the vertical knockback on side b kills Rosalina off the top, whereas Luma just needs to be nudged off the side and hitting it up only delays it for a few seconds ). If the Rosalina is devoted to only poking you with Luma, simply stand a bit further back and aim your attacks towards Luma; the extra space should keep you pretty safe, and killing the star bit truly isn't that hard.
- Gimping: Yeah, arrows are going to do nothing 99% of the time when she's returning to the stage. I'd highly recommend getting comfortable chasing her deep offstage, as Pit has one of the few recoveries that can stand toe-to-toe with Rosalina's. If the stage is hollow underneath, using an aerial to knock her under is almost always a guaranteed stock.