Lemme address a few things for Overlord for a bit! ;D
"No real skill feats aside from beating scrubs and being able to beat Albedo who we know nothing of skillwise and would lose to Sebas doesn't help with feats, he scales above Albedo's defense which is superior to Shalltear's which tanked Ainz's Fallen Down which is logically more powerful than the 15 gigaton Creation."
Albedo, Cocytus and Sebas each basically Rock-Paper-Scissors eachother. To quote the source, "Even among the Guardians of Nazarick, those three can be considered the top among the warrior classes. Cocytus has the advantage against Albedo, but not against Sebas. Sebas is strong against Cocytus, but not against Albedo. Albedo can probably win against Sebas, but not against Cocytus."
So saying Sebas beats Cocytus is an unfair example as Sebas is literally a Paper to Cocytus' Rock.
For skill, I don't think we need to actually look that far. As the characters has literally become reality, so too did their Job Classes. Cocytus, at minimum, includes "Sword Saint" and "Knight of Niflheim". He also clearly displays a knowledge of combat, just repeatedly schooling the Lizard Men on actual tactics (Telling that one guy to don't give away the element of surprise, immediately offing the majority of the Lizard Men as an opening move to curb number advantage) and discussing tactics of Shalltear when Ainz did his equipment swap scene (Accurately deducing Shalltear had no choice but to go on the offensive, which is what he would've done as it's the safest move to do at the time). While no tactical genius, he's not inept and will deduce tactics quickly.
"I can see Cocytus having the advantage in cqc but that will just make Percy explode the lake and go for the water manip which is pretty much GG. So long as Percy is prevented from stabbing the lake, Cocytus has a decent enough chance to win but once it happens (mini hurricane will let it happen) Percy has it in the bag."
A problem with this scenario is, even if Percy is allowed to heal his injuries and gain access to water, there's quite literally nothing stopping Cocytus from just refreezing it and cornering Percy out and away from the lake? His Frost Aura is omni-directional and even at low output is able to make people stick to the ground of which they walk. Seeing the person gain new powers after exposure to water seems like a pretty obvious reason to remove the advantage.
Not voting but yeah.
