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That's unfortunate, the Mugen interpreter part of Dolmexica is the same for all platforms, so I would expect characters that work on Windows to also work on Vita. Maybe something on the hardware level went wrong? From the top of my head I can only think of memory, maybe there were so many sprites that it somehow managed to even make the Vita run out of Vram?  Are the characters you tried very complex with large sprites? The Vita kit info you posted should be correct,  especially the game crashing after choosing the character points towards an issue that occurs when the fight is loading.

Do you have a link where I could maybe download the characters and also try them for myself on Vita? Maybe I can find out why it's crashing and fix it, or maybe find some way to get around the crash.

I'm sorry the characters you tried didn't run on Vita, thanks a lot for reaching out and letting me know about the issue!