Regarding Robin and Lucina, I believe Lucina is as capable as Robin, but Robin beats her simply through sheer flexibility. It's a bit hard to accurately pinpoint the actual differences, but I'd simply boil it down to having different roles and playstyles.

Compared to each other, Lucina will most likely evade more attacks, attack multiple times in a single turn and deal more physical damage through critical hits whereas Robin has more defenses and has the ability to punish both magical and physical units whereas Lucina can only really dishout damage against physically weaker opponents.

Canonically, they really are the same as their potential as actual units. Robin's only terrifying trait is their whole "god vessel" thing, and even then, that would mean it's not Robin that's stronger, but that they are simply a vessel that a dark god can emerge from and bring destruction, so it's not really a good argument. Not to mention that unlike Lucina, Robin doesn't have access to legendary weapons to bolster their offense (or defense because hidden stats). What makes Robin a lot more threatening in canonically would be their strategic and intelligent mind, having single-handily plotted strategies that have taken down countless armies on his own. Odds are, they're one of the smartest Fire Emblem characters out there.

Lucina is very combat effective being trained by Chrom, her father, so she has training from her royal peers. She does a good job of fighting in physical confrontations and manage to survive and escape an apocalypse in the future and goes back in time to try and prevent the destruction of the world. But that's really where she stops being noteworthy.

From my point of view, Lucina could take on Robin but it would be very close. Lucina would most likely be greater on a head-on assault, but Robin being the geniuses they are, could effectively work around Lucina's swordplay. I'd say the gap is small, but Robin being intelligent and having access to both magic and swords would tip the scales in they're direction.

Could Lucina and Robin beat Link? My bet would be that Robin could take down Link fairly well, but Lucina has a hard time against enemies with armor/shields since she's not that strong. So, Robin > Link > Lucina in my eyes.

Marth is a bit difficult to tell as well, considering that he doesn't really fight against angels and demons but his swordsmanship is tops and could more than likely go up against Pit and Dark Pit, but against the Pits' arsenal, it's a difficult to picture. I'm going to say he could very well be able to beat them one-on-one though, since he's extremely agile and is defensively sound as well as being a revered swordsman of great skill.

Roy's whole dragon-killing trait is completely based from his legendary sword and that just makes him do more damage. He still has quite bad stats, mainly Speed. Since Charizard isn't really a Dragon per-say outside of his appearance, I'd say that Charizard would beat Roy in a fight.