I am a little pessimistic about Lazio chances of turning things around in the second leg, it is not easy to catch up on a 2 goal deficit even though they are playing in front of their own supporters. But I agree with your prediction regarding the chances of Manchester United, Athletic Bilbao and Eintracht Frankfurt for the second leg, all three teams have high hopes of qualifying for the semifinals.
Lazio looks like a team that is running out of energy, in Serie A they are also starting to lose points often. I would not be surprised if Lazio were eliminated, because basically the Europa League is full of surprises. Like the story of last season when Liverpool, who were favourites, were surprisingly knocked out by Atalanta.