Having watch the video a few times, there are some that may constitute as true combo techniques.
Besides your Uair to tilt/smash, it can also be chained into a full DB or SH DB (more easier to do on heavy opponents). Nair is also capable of linking to a tilt/smash attack, but at very high percents at around 150% + (Thanks to Hilmbleep again for figuring out it was possible). Ideal if you're not able to kill with just the Uair alone on contact. Both Nair and Uair can link to a grab, though Nair is better suited for that sort of combo (though the game does not register this as a true combo, so keep that in mind). Also, the DB you mention at the beginning I believe does 15 - 18% depending on how you hit with the blade, and also the down b variation can rack up better damage to around 20% (though again, easier on heavier opponents). At higher percents at around 70% +, you can also go from Uair to Dolphin Slash. This does link in lower percents, but keep in mind the commitment you place yourself in when you do this combo variation.
Lucina wiffing is due to her slightly shorter blade than Marth's, as well as having a more standardized knockback on her moves, so comboing in terms of Uairs are a bit more difficult for her. In order for hers to work, you will have to do it around the 30% mark instead of the 45% for Marth. Her range essentially you need to compensate for.
That should be all the ones I know that I didn't see on the video, since this is just talking on true combos specifically.