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I don't think mixing different kinds will cause a problem, other than a dwarf with a larger one, but I could be off and you may want to wait for a more experienced person.
From what I just read on liveaquaria.com I would think that you would need a pretty large tank to support more then one lion in the same tank. They are messy eaters. I would think at the minimum a 120g tank would be needed to keep more then one. Each of the lions you are looking at grows to at least 7" and one can get to nearly a foot.
I would do some more checking and see what you can find online about their needs. I know most say a minimum of 30g tank but to me that just seems too small for such a fish.
Agree with Ziggy and probably only able to house two of the smaller. Ever thought about going with just dwarf lionfish in which you could house 2 A. zebra in a 50g (depending on specie) and perhaps more if you upgrade to a 100g+? Not sure how much of a specie mix you intend...