I love the stories! I don't know the characters very well, but I like how you chose to integrate them like they were born in Fodlan as opposed to being from Nohr or Hoshido. As for me, I just figured they could be a class from Ylisse, like how the Black Eagles are from the Adrestrian Empire and so on.
I'm hesitant to add another budding talent for Lucina because I want to try and make them fit in, but I can see where you're coming from with that. Swapping bow out for faith as her budding talent could be interesting, but since Cynthia already has a budding talent in bows and I wanted to play off of the Ylissian royal line being Naga blessed, I think I'll leave it how it is. Her supports are in a similar situation as her hidden talent. I want to keep her number of supports low like the other house leaders, but I could probably add supports with Edelgard, Dimitri, and Claude for potential plot reasons. And I can see the appeal in Lucina having two crests naturally but am unsure as to whether that would be a good idea or not. The last thing I would want to happen would be for the Agarthans to find that out and decide they just didn't try hard enough to make someone with two crests with no negative side effects or something.