Now that I think of it, you could trigger infinite lives with Lace in Stage 5 if you got two 1UPs from the ST3 midboss, as Galford does in his video. So this is probably what AFO did. It is more difficult with Lace (than with Shasta) to do this on the ST3 midboss, but I've done it several times in Normal mode, and Harder is not much different on this midboss.
I still think Lace must have been used by AFO. If you watch Galford's video with Shasta, he only has 2.2 million at the end of ST3, which is not enough to reach 21mil at the end of the game. With Lace, I can no miss to the ST3 boss with nearly 5 million at the same spot (and surely a WR-level player would have at least 500k more at this point). The problem is with Shasta I don't think you can milk the ST2 boss at max rank like you can with Lace. Its final pattern is crazy in Harder, with two fast drone drops and two laser blasts each round. Lace can manage with her large bomb blast, but with Shasta it would be a lot harder to kill the drones.
Also, with Shasta, if you are playing at max rank by ST3, you need to trigger the infinite lives by the end of that stage, or at the start of ST4 at the latest (in Normal or Harder). Otherwise you will get destroyed at the snakes in ST4 for sure. Her bomb can't handle it, and neither can her shot. But if this is the requirement, you can't milk the ST2 midboss or boss properly, losing a few million points in the process. See the problem?
The thing about Harder is, at max rank, even if you try to kill the bosses you'll usually time them out, or very near, because they have so many hit points. This gives you a lot of opportunities to milk the larger number of bullets in this mode (something like 2x Normal mode, I'd estimate).
You can use shot for scoring, even in ST6, if you use bomb blasts as temporary shields. This is a technique I use in different parts of the stages to maximize score.
