Lucio is a free unit that can be obtained from the Warrior of the Crystals content. He's a Light crit-based bruiser/tank with a unique trait that can change his signature attack from a Slash type to piercing or a strike type attack by equipping the appropriate passive.
His strength grows over time as more "Warrior of the Crystals" content gets released, becoming more of an independent damage dealer that can even handle tanks.
How to Get
Complete Another Story (Warriors of the Crystals) Chapter 1, Scene 1
Set one passive to "Tri-Calibration: Pierce", then at one time Glaciela will do a 3-hits-move, so just chain the same ennemies with Lucio's 3-hits-attack.
Anonymous
Use his strike calibration passive, and punch Golbez to death.
Yes, Lucio's new level and quests (to get his mindspheres and ex materials) will appear gradually when each banner of new crystal warrior appears. He's intended to be a slow build character.