Welcome to the forums @Doombybbr! I am glad you are curious enough to delve into the theory of characters!
I will agree that Rooks mixup when he is close is ridonculous! They are, probably the hardest mixups to get out of if you first get hit!
The thing is, Rook is the easiest character to not get hit by! To try this out for yourself, you can do this with every character, do the following.
Go into training mode, and one of the character needs to be Rook at least (but I suggest you do this with everyone), then you make Rook hold towards your opponent, and the other character holds backwards. Then you check to see how many seconds it takes for Rook to actually get within grab range. You could also just take my word, that Rook is the slowest character to get within range to grab range to any opponent. And then we are also taking into the context that he has some of the largest range on his grabs as well!
Then, lets go over both his grab, his armored B and his C, which seems to be the main focus for you. I will list the most important features to consider when playing against Rook.
The answer is: Distance. At the proper distance you can react to Armored B by jumping, and doing a neutral attack in your jump, then combo that neutral jump into something - allowing you to create distance, again, to Rook. With that in mind, the distance you want to stay at is right outside of his armored C throw. This you do by just walking away from him, or jumping away from him - and by doing attacks that pushes him away.
So, in the end, it becomes very balanced. Rook needs to work the hardest of everyone in the game, to get a grab, to get "his game going". And even when he does get in, he needs to guess correctly, if you are going to try to jump away he wants to throw you in the pre-jump-frames. If you are going to attack, he needs to do the C grab. And even if he does hit you, the mixup he gets after it, even tho it is super strong, it is still a mixup you can guess your way out of! If he had to chase you around for 20 seconds to do 2 damage, and then need to chase you for another 20 seconds to get another 2 damage, he wouldn't stand a chance in the game at all.
Personally, I love playing against Rook and playing as Rook, because that chase part is so fun. Both to get away, and to get in.
As a side note: If you look at grappler stereotypes in other games, Zangief in Street Fighter, Potempkin in Guilty Gear, ect, you will see that not only do they follow the same type of gameplay - but they are usually even more favored when they do get in, than what Rook is in this game.