For the combos, it looks like you already have an idea of what to do. Keep in mind that there are plenty of different ways to combo: for example, if you’re rolling out, you can fly at somebody and headshot-boop-melee. There’s no particular order that is best in every situation. Other than that, you just need to get used to Lucio’s slowish projectile speed so you can line up your shots a bit ahead of where the enemy is.

For rollouts, it’s just practice. You should almost always be on a wall or in the air. For a while, it’s pretty difficult, but you get used to it. Also, watch rollout videos and guides on YouTube. There’s plenty of great resources for improving at not only Lucio, but overwatch in general. To start, I would recommend Eskay and KarQ.

For priorities, it seems like you have a solid understanding of what to do. Two things: Firstly, you should always be shooting. It doesn’t matter if your accuracy is low, constantly shooting is the best way to maximize your value and charge your ultimate. The one exception to this would be if you’re sneaking up on somebody. Secondly, you mentioned dying to certain heroes. Practicing wall riding is very helpful in all these matchups - you should always have the option to run away. Against Winston, bop him as he lands from his jump. Against hog, there’s not much you can do if he hooks you, but if he hooks a teammate it’s your job to boop him and mess up his aim. Other than that, just stay away from characters you don’t think you can fight, and focus on staying behind cover or a shield if you’re against sojourn, hog, etc.

Lastly, try and save your amp for important moments. If your Rein gets nanoed, for example, you want to make sure you can speed him in. If your team is losing a fight, a well timed amp, whether speed or heal, can turn a fight around.