Actually, the lion should go into the tank FIRST, to get it established and weaned. Lions aren't aggressive in the least, and are often the victims of bullying, but will indeed eat fish and crustaceans that will fit into their mouths. I recommend a dwarf fuzzy as your lionfish (Dendrochirus brachypterus). It will likely end up being 5" - 6" (TL) in captivity (figure about 75% - 80% of max wild size).
Large species angels and lions are bad juju...the angels will often nip the lions spines off and kill it. One of the more peaceful dwarf angels would be OK tho.
As for the SFE...IME, they're fine when juvies/sub-adults, but with size and age, they become pretty aggressive and often take to eating tankmates, and I think that down the road, you'll have way more issues with the eel than the lion. In fact, somebody on another site just had an eel (a whitemouth) eat his 7" P. volitans...
What are the dimensions of the tank? Is it 36" x 18" x 30?
If so, a 36" tank isn't a good footprint for even the mellowest tangs, as being big swimmers, they tend to "pace", and with cabin fever comes aggression.
HTH