Potential issue for certain characters; EN Windmill Punch connects fully on these characters on crouch block and makes the entire string of EN Windmill Punch xx Dragon's Roar airtight:
Kitana
Mileena
Ferra/Torr
After that, it seems pretty split between the cast; for some, crouch blocking f213 xx EN Windmill xx Dragon's Roar is interruptible by a single gap near the end of the string. With timing, it should be easy to get down. For the other half, they can either interrupt it while standing or on crouching with a generous window.
This sucks for Kitty, Mileena and FT, since you can basically do one of these combos that ends standing (Ex. F44 xx windmill punches xx SF, 112 xx Windmill Punches xx Fireball, or even the slightly less damaging f44 xx SF, 112 xx Windmill Punches xx Fireball) and then continue with a very quick blockstring into the EN Windmill Punch xx Dragon's Roar. These three can't interrupt, with their only shot being right after the fireball. If you can condition them to block, the combo then the followup string should take away at least 45% if not 50. It also, since every hit connects, builds almost 3/4 of a bar back. Pretty strong stuff.