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.
Personally, I do believe Lazio is in for a shock exit. That FK Bodø/Glimt win might have looked like a fluke but it will help build their confidence ahead of the second leg and there is nothing dangerous like an underdog that has nothing to lose when it comes to those European competitions.
Also, Manchester United have to be careful, it's not going to be a walk over even at home.