This video covers how to counter defensive options from your opponent while keeping yourself safe from a throw.
For a more general guide to option selects in Under Night, take a look at this video from Lid: https://youtu.be/WHO6OOQ5Qt8?si=Ma-YiQQk93F-WBj9
EDIT: I probably should have mentioned that you can also use backdash OS (4AB~AD) as another method. Dashing up and using backdash OS is particularly strong this version for baiting tech options, but loses to many rising jump normals (9AD).