If you have access to DLC, Valkyrie is definitely a good advanced class for Lysithea thanks to Canto and Dark Magic range +1, and potentially Movement +1 if you manage to reach Riding A+. Otherwise, I'd suggest that Bishop is also worth considering when progressing from Mage to Gremory, as it provides double Warp and like previous commenters noted, Warlock doesn't bring much noticeable utility to Lysithea.
For Marianne, I'd argue that it's better to go for Mage instead of Priest for Intermediate Class in order to master Fiendish Blow. Miracle is not a skill worth mastering IMHO. If you want her to keep up with Falcon Hilda for shipping reason, the DLC exclusive class Dark Flier as a flying mage is probably worth considering. She can also potentially make use of Transmute thanks to her good Res growth. Or she can go DLC Valkyrie as well, and mastering Uncanny Blow can improve her spells' accuracy. Otherwise, staying in Bishop or Gremory is probably easier to manage for healing purpose, as your other Physic user Sylvain might not have the same range as Marianne. When I don't use Marianne as the dedicated healer unit, I also quite like some of the offensive builds for her, even though they certainly have their own pros & cons, such as Assassin (Levin Sword/Soulblade + Stealth + good Mvt for infantry class but no spell), Mortal Savant (Levin Sword/Soulblade + spell access but more vulnerable on enemy phase) or Falcon Knight (Frozen Lance + flying canto but no spell and no magic lance in BL route).