Words from English tend to come into Japanese verbatim, and not be translated into the equivalent, e.g. KOMPYUUTA and HAMBAGAA.
Superman is
SUUPAAMAN , and Wonder Woman is WANDAAUUMAN, and Japan's own Ultraman is URUTORAMAN (and actually is usually just written "Ultraman"), so Ultrawoman would be URUTORAUUMAN.
Since you're showing their speech translated, I'd advise you to just use "Superman" and "Ultrawoman". You can give the translation you had for Ultrawoman if the policeman asks what it means, but there isn't a Japanese alive who wouldn't be able to figure out what Ultrawoman means given the name of their own superhero.
"Chou" does get used, but only in conjunction with native words, and these days, mostly by teenagers. E.g. "Chou-kawaii" (super-cute).