Natalya’s special active (pic1) followed by Asterius special having fired (pic2). Asterius special did its damage but did not apply any status effects (checked on subsequent turns after firing to make sure effects were not delayed).
Asterius’s special active first (pic3) followed by Natalya’s special firing and overwriting his (pic4).
I will check and see what happens with a different mix of characters (say Vela and Natalaya, or Vela and Asterius) to see where the root cause is. Maybe this isn’t a bug(?) and instead just poor design(?).