So first of all, welcome to smashboards, i guess.
Second, I neither know if this is the right place to ask, but I'll answer anyway.
So, about these matchups, I don't have too much experience with them myself, I have yet to see a Marth or Lucina player online (and I played about 150 matches for glory...), but I might share my experiance as a Link player.
So, how to counter a link? First off, learn to powershield all of his projectiles. This is the most important thing to do. Just search online for a projectile spamming Link and try to play a bit defensive, learing to shield his projectiles. Link can be really frustrating to play against if they hit you over and over again with their projectiles.
Then, onto fighting link... you never want to be above him. Never. His Utilt is really good,even combos into itself. Additionaly, his Uair last so long, even if you airdodge it correctly, it will hit you. Same goes for his Dair, however, Dair has a lot of startup time, and Links usually do it really obvious. If Links coming from above, he will Dair, since its his only option (he could wait and go for a Nair, but if you roll away from him, to dodge the Dair, nothing should hit you... I perosnally like to just spam shorthop Nair fastfall, since many players can't deal with it, due to it being incredibly fast. You want to watch out for this). Also, watch out for the second hit of Dair. If you shield it correctly, don't let go on your shield until link touches the ground. I can think of countless times where my opponent shielded my Dair correctly, but got hit by the second strike. You need to learn the timing on punishing this one.
Now, to counter Link, you want to have a "in your face" kind of playstyle. Link has trouble dealing with opponents close up. Especially if they're behind him. His grab is not that great, however his jab is. it's fast- long- and has good range. So never roll away from a Link if hes watching your direction. He will get you with a grab or jab combo. I'd say with Shiek, you need to land an Ftilt or Dtilt. once link is in the air, you can get startet. Your aerials are faster than his (exept Nair, but Shiek Nair and Bair should seal the deal here). Link basicly is combo-fodder. If you are in his face (like mentioned above) theres nothing he can do. Just Fair, nair Dair and even Uair him all day long and they should have trouble.
Now, once Link is offstage, hes very limited in options. If far away or deep down, he will Up-B. His Up-B is fast and has good range, so you really need to learn punishing it (maybe train with CPU's here). Needles and maybe the nade are good to hit him out of it. If Link hes high %, you may want to grab the edge, drop, get under Link and Uair him out of his recovery. This can kill.
If his closer to the edge, you might want to use fair and nair to get him away from it and proceed with what i've described above. Or Use Bair to Stage-Spike him. Link has trouble if hes low. However, you want to do those aerials fast, because he can recover with Zair, and get back on stage. Also, if hes on the Edge, stay away. Many players fail to predict edgedrop fair from Link, I hit this like all the time.
I hope that helps a bit. To the Marth/ Lucina Matchup, as mentioned, I can't say much about it, since i neither see Marth /Lucinas online, nor do I encounter Shieks when playing Lucina :/
