I actually played Lunatic(+) on classic and beat it. But if you value your sanity, don't do it. First 5 chapters(plus Donnel's quest) by themselves are enough to make you lose it right there. Had to spread the exp between Frederick, Chrom and Robin to stand a chance against Lucina in chapter 5. Cause if Frederick isn't fast enough, Lucina can kill him in one turn, with or without Luna(+). Not to mention if you want Donnel you have to constantly check the top left corner of the map and see if the archer there has counter or pass. Cause if he does, you have to restart the whole map again because that is the only person Donnel can kill if you want him on that run.
After chapter 5, you get your DBZ on and go into the Hyperbolic Time Chamber and keep grinding until your whole army can go SSJ3.
And even then, you have to memorize the enemy spawn patterns since they can still kill you on THEIR turn.