You need to develop quick fingers first.
To do it, I suggest you to do what I did: take a Scarecrow in Bloody Palace and use Prop Shredder on it, then, while he's in the air, Trickster dash and then as he's descending, Prop Shredder again, Trickster dash, Prop Shredder, dash, etc.
I recorded this little simple combo a while ago, what I just described is the beginning of the combo:
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Try to do it without never dropping it and then add more moves to it involving Style switching.
When you've mastered quick fingers you'll be ready to learn Guard Fly (which has pretty good tutorials on YouTube).