Mages, a Dancer, and Pseudo-Healing

This team is relatively glassy, so they pack a punch but can't take too many hits themselves. However, with proper positioning and skills that increase mobility, I've managed to get through the 7 stage Lunatic with all four intact until the final round consistently. With Lucina/Robin, you also get the 40% bonus.

Nino and Robin M are there to handle most threats (hopefully in one shot and being able to double), and both have Draw Back. Azura will sing and then whichever mage is attacking can draw her back to safety. After that, you have an additional use of Draw Back from the other mage if necessary. Lucina and even Azura can handle the threats that the mages will die to. Always keep an eye on the danger zone.

I skipped out on the Fury/Desperation build for Nino, and instead gave her Darting Blow/G Tomebreaker/Breath of Life for a pseudo-healing build. She still packs quite the punch with her +atk nature (atk is sitting at 49). Swift Sparrow instead of Darting Blow would be better if you have it. Nino handles most enemies by herself or with Azura's help, but look out for red mages and archers (let Robin deal with those...except for Celica, you'll need Azura or Lucina for that). She is key to killing off all the scary blue enemies that surround Veronica in one hit, including Reinhardt (but be sure you attack him and not the other way around).

Robin M is really only good with Triangle Adept, so make sure he's equipped with that, as he will struggle more against reds and colorless with his lower atk and spd compared to Nino (though he is tankier than her and can survive much more). Keep Bonfire of course. Swordbreaker would also be useful. Robin is best at handling threats like Takumi and Kagero, and with TA takes 0 or very low damage from colorless foes most of the time.

Azura's role here is best as support, but she is capable of doing some serious damage as well when ranged attackers might decimate the health of your mages. My Azura has Fury and Wings of Mercy to up her survivability and mobility. With Nino's healing and her role as support, you shouldn't have to worry too much about her. She takes care of threats like Ryoma and Leo pretty easily as well.

Finally, Lucina. Lucina is your only real chance at slaying Veronica/Hector in one hit, so keep her safe or you won't have a chance at victory. Lucina is also a pseudo-healer that packs a punch, acting as the red sword physical attack counterpart to Nino on this team. She will need Falchion, Reciprocal Aid (what I have) or Ardent Sacrifice, Aether (or your choice of special, but the extra healing is a godsend), Fury, and Renewal. Falchion and Renewal (3 is preferred but 2 works just fine) will give consistent healing that is boosted once in a while by Aether. Not only does this keep her HP up after Fury lowers it, but with Reciprocal Aid/Ardent Sacrifice, she can abuse those heals and transfer them to Nino who can't self-heal (or really anyone else who needs an HP boost when Nino's Breath of Life won't help you). This means that after doing so, since Robin and Nino have such low max HP, she will have to be kept out of the way for a few turns to recover while the mages do most of the heavy lifting.

Azura

Nino

Robin (M)

Lucina