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.
Yes, it won't be easy to equalize the aggregate because Bodo/Glimt is leading with 2 goals. However, I think Lazio still has a chance if they change their game play and their tactics in the next Leg. They need to play with a more offensive strategy, they must score as quick as possible. They should score 1 goal very soon in the first half of the next Leg if they want to have a good chance to equalize the aggregate.
Other teams like Frankfurt, Man United, and Bilbao have the same chance to qualify for the next round. All of them will play at their home in the next Leg, I think the chance will be higher to win the match.