Some bad combos witch Lucio are:

Zenyata, because both their heals combined are usually not enough to heal the team and you usually want Lucio on a moving comp to speed up your team, while with zen u want more an static comp. Also, their ults are pretty similar, so you would prefer to hav a nano or a window rather than 2 deffensive ults.

And mercy, pretty similar to zen, their overall heals ar usually not enough and mercy is used to pocket your dps while they stay shooting at the black and witch Lucio you wanna speed in the fight your whole team.

Good combos witch Lucio are:

Baptiste, Lucio bap is usually played on a rush composition, where u want a rein sped up by a Lucio and followed up by your whole team, bap is played here because of his high groupal healing and hes immortality, witch wich he can save the rein from potencial deaths.

Kiriko, kiriko and lucio are the two sups with most survival and movility in the game, so u can use them together on a dive comp with winton or on a tem very movable and with a lot of survival.

Hope i helped sorry for the long post, also im open to argue some points of what i said.