I don't think we will "win" in any conventional sense. Only the really big monster will fight it out in the end. Surviving sounds good to me.
Honestly? The way to "win" here is to make sure the Major and his chief servants die in ways that weren't part of their plan.
The Captain - well, depending on what the shit is going on with him, things could get complicated. The original series seemed to imply that he was trapped in some sort of bushido Catch-22 where he was obligated to fight on Millennium's behalf, but really just wanted to die. If that's accurate, I'd say that the last half-century has been punishment enough. On the other hand, Millennium's been dabbling in non-vampire-based forms of supernatural bull pucky, so he might have been made into a Daemonhost for all we know, or they sewed him and our former spiritual advisor together as part of a metaphysical loopholing scheme to make the Captain's "serve the Nazis" oath apply to him. Regardless, he's not likely to require special kill conditions because he's not drinking the Major's Flavor-Aid.
Schrodinger's also not going to need much further attention; even if he hasn't been sufficiently traumatized by Amaterasu's attentions to count as "beaten", the Lords and Ladies are coming, so he's screwed beyond all imagining. Specifics are irrelevant - no matter what, he's not going to be able to sacrifice himself to Alucard, which means he'll be forever denied the chance to fulfill the purpose for which he was made. That's about as schadenfreude-tastic an end as we can arrange for him.
As for Rip van Winkle? Well, my preferred fanon* aside, she's not really going to be defeated psychologically unless Alucard shows up again, and she's just too big a threat to our own forces for us to wait for that. Akuma or Miyako will have to suffice.
Zorin Blitz? Between the predilection for psychological torture, the tendency to prioritize easy slaughter over challenging fights, the inevitable baggage of being a female soldier in the famously baby-crazed Third Reich, and her decision to use a weapon that's more about looking intimidating than actually being effective... I'd say we have your standard sadistic sociopath who's obsessed with being dominant in all her interactions. In other words, the way to hurt her is to take away that sense of superiority and control, leave her feeling like the prey instead of the predator. Crush her troops to screaming pulp. Shatter her scythe. Pierce her illusions and then mock her for making them so unoriginal. Hammer away at her self-confidence at every turn, and make sure she dies crippled, alone, and terrified.
The Doc is, well, a bit of a toughie. To be honest, it's kind of a pity to kill such a brilliant mind; I'd Paperclip him, but that's probably not going to be something you guys will go for. In that case, point out how goddamn amazing it is that he managed to reverse-engineer vampirism, design a quantum-based lifeform, and develop working mind-upload technology all on his own. Point out that he could have changed the world - not even necessarily in the sense he could've done good things, but that he's one of the few people who legitimately could have shaped the course of history, instead of having to live within the strictures of societal expectation and pre-existing factions. Instead, he let himself become a tool in someone else's hands, and he should be
goddamned ashamed of himself for choosing to die here instead of continuing his work elsewhere.
Lastly, Herr Roboto himself. He's deceptively simple, because despite the fact that his war-fetish makes him resistant to standard methods of psychological injury, there's still a giant glowing weak spot we can hit: the fact that his whole anti-Alucard jamboree is getting wrecked by a bunch of strangers. All this work setting the stage for his delusional "I am the Man who shall defeat you, Monster!" melodrama went straight down the shitter as soon as we involved ourselves, and all he achieved by trying to salvage it was having his Alucard-slayer get wreckt by a foreign deity. The Major doesn't care what people say about him after this, doesn't fear death or indignity, but looking out through cracked, dying optics to see his "rival" hale and hearty in the distance, not even paying attention to his demise? If that doesn't break him, nothing will.
* Namely, that she's a diehard German patriot who was just unlucky enough to grow up during the most morally reprehensible portion of her nation's history, which means that her perception of right and wrong is fucked beyond all imagining. If she'd been British, Rip would have probably been like a more nationalistic Mad Jack Churchill, lustily shedding Axis blood for Queen and Country.
That's why the Major sent her out to die; even after all these years, Rip van Winkle's still a German National Socialist, and if she and the Millennium grunts loyal to her stuck around for the Second Blitz, she might end up trying to turn his Khornate offering into a serious attempt at waging guerrilla warfare against the UK.
PS: If Walter wants to go out like a Viking against Alucard, we could probably offer him something on par with Millennium's vamp-chip; just having us offer to pimp his floss or give him a Vest of Flight after this might get him to realize that our magic/gear could make him more effective at taking down Alucard than just becoming a vampire.
