Sakuya and Remilia only update their path every few seconds, so the key to outrunning them is to change direction often. (Patchouli also targets you directly but moves slowly and only updates her path at the end, Flandre alternates between going to your last known position and going somewhere random... so if you backtrack where you've been before you increase the risk she'll chase you down, since she moves faster than you).
Might also help to know that Sakuya always tries to approach you from the side while Remilia just takes the most direct path, I dunno. It tends to make the corners really dangerous.