To be fair, the example you listed (Terry's HD) is among the toughest in the game depending on who you ask. (Also, you probably want Close

instead of

after the HD activation (before as well if it's a clear punish) since

scales more. My main team includes Terry and I enjoy playing him a lot, but I've long since given up the prospect of ever being able to complete his Rising Tackle xx Burn Knuckle loop more than once or twice out of 20 attempts in training mode. Luckily he has decent options to get comparable damage without it (simple confirm into Power Geyser Max cancel is fairly close, EX Geyser xx Max Cancel is almost lethal, and at 2 bars with the right spacing you can just Neomax + followup combo. With 1 bar or less I just do drive cancel bnbs instead) so rather than hate the game for being what it is I just dismiss the optimal combo route in favor of something I can actually land consistently. As such, depending on whether or not you actually plan to attend majors, I feel there's no shame to be had in "giving up" on certain execution trials in favor of doing slightly less damaging combos if you feel it'll improve your chances of putting your local KOF scene's tournament money in your pocket.
As an aside, consider this: Kim's main HD loop is remarkably similar (

+

xx

+

) only it's stupid easy in comparison to Terry's, since Kim's Flash Kick has substantially more hitstop on the 1st hit before going airborne, making it much easier to DC out of. His

+D also has massive hitstop between it's multiple hits which lend themselves to an insanely easy followup DC as well. As such, Kim's HD combo is practically impossible to drop in comparison to what some characters are forced to endure in order to land big damage. If execution troubles in KOF are giving you headaches, there is always the option of playing lower execution characters and/or (as mentioned above) committing to easier combos.