Roy or Eirika

Roy, but I'm extremely bias. If you want a support Eirika is way better. They aren't really substitutes.

That's a bit of a tough one. I guess it would depend on the rest of your team, and if they'd benefit more from a tank or a support. What kind of build are you using on Lyon?

As a side note, I think supports will become a very good long term investment for arena. The fact that bonus units can get extra points for every kill they get means units like Eirika that can buff the hell out of someone have even more value in arena now.

If you're going for score, I would like to suggest Roy but Eirika is probably more practical because you're going to want bonus unit kills and she's really the support master. Generally speaking, Eirika wants to be on a tactics team, which will probably not be possible if Lyon is her teammate. You would need a non-infantry bonus unit every week, and all of the Askr units and Fjorm are infantry.

If you go with Roy, switch to guard so that he can deal with bold fighters; it works beautifully that he has QR on his weapon.