Something to never forget about pLylyth: she doesn't care if her army does ranged or melee attacks. The only thing holding her melee models back are her small control area and the fact that she is quite delicate and doesn't like to be close to the enemy.
So let's look at some choices... I purposeful included anything, so davy can also plan for future investments to improve his list.
Succubus: Eternal discussion if she needs it or not. On the one hand saving fury should be a core choice for a fury 5 lock, on the other hand is Pursuit a rarely casted spell and whatever was targeted by Parasite should be dead at the end of the round anyway. You could say she still likes the cloud but for that we an alternative: the Swamp Gobber Bellows Crew. The crew is better for multiple reasons: the cost only half as much, their AOE is bigger, they are 2 models instead of 1 and even though Lyly's Prowl rule might indicate that she wants to stay *in* the cloud, more often it's better for her to be *behind* a cloud to block LOS. The Succubus can do that only if you put something else in front of Lyly, so LOS blocking is easier to apply with the crew. If you're playing in theme then is the Succubus still common, out of theme not that much.
Angelius: They need time to get used to, I can understand unded a bit in his dislike. But they have applications and unique flexibility you won't find elsewhere. Early game they fire pot shots at decent range with Eyeless Sight (e.g. Sentry/Shifting Stones) and while they usually can't kill a high ARM heavy all on their own, Parasite gives them a huge boon. Let's look at an example: ARM18 (base ARM because Naga) Warden wih 35LP, due to feat/low base DEF/Seraph Flare we can assume all attacks hit. On average dice a attack sequence causes 46 damage - more than enough! On top of that you have the ability to shove enemy models from flags/zones but imho most important is their high SPD 7 combined with their offensive capabilities and flying. This means they always pose a big assassination risk. Hiding behind the Fulcrum just became a bit less save for Baldur... and he better thinks twice about pumping the BE to full *and* doing more stuff... So even if they never go on an assassination run, just posing the threat keeps Baldur more defensive. You can't go wrong with playing multiple (especially in theme).
Bolt Thrower: One is mandatory, no discussion. Although its push and crit KD (unwritten rule: never rely on crits!) are nice features, even a bit more thanks to Lyly's feat, I still don't feel like playing more than one is very beneficial. Often you want to scitter at your max. range to stay safe and pushing your target away isn't always a good idea. I could see this making sense if you have a lot of additional models that push/pull models around (multiple Angelii, Neraphs, Azrael, etc.), but in general I advise against it.
Seraph: Very important for Lyly, even if it would "only" allow her to move 2" back again after shooting at something or 2" aditional threat. But the same also applies to models like Angelii, Typhon or Azriel and then add 1-3 Flare shots on top... Seraph = gold. Also never forget its Apparition move!
Naga: Just as mandatory as the first NBT.
Typhon: I guess I don't have to explain him anymore. Pure awesome and very scary with feat-boosted to-hit and effetivly +3POW from Parasite. Only out of theme of course.
Azrael: Kinda the same as Typhon, just a little bit different. It's Legions only real high-POW gun but unlike Typhon he likes to stay out of melee as long as possible to bring his gun into the gam as long as possible. So moving within 10", shooting twice, Slipstream 2" back is a common turn for him. If necesary he luckily still has a decent base punch of POW17 (decent for Legion that is).
Raptors: I know davy doesn't have them and against Circle construct they don't do much but I wanted to mention them because they are great at hit'n'run and work very well with pLylyth. So well that double Raptor builds exist for her.
Fury management: A usual, Forsaken exist to get rid of the largest bulk of fury overdose. But imho pLylyth likes to have 1-2 Sheperds too. Not necessarily for fury management (although we use it of course if we have it) but especially when it is necessary to move a beast out of her tiny control range. That's their main task imho.
Carnivean: Works well with her too of course. I kinda feel like they are a worse version of Typhon... which may sound bad, but it isn't actually.
Neraph: You don't see them often with pLyly. But they work if you can forgive them for not having a gun. POW18/15 on a Parasite target with SPD7 for 12pts is actually quite nice. Against hard targets I would recommend softening the target before going in with a Neraph though, so you're sure to trigger Sprint.
There are more options to look at the Solo and Units section, but I won't go into them right now... let's just say Deathstalker, Anyssa, Scouts and even Grotesques are legit options.
Now some example lists I would consider playing:
Legion Army - 75 / 75 points
(Lylyth 1) Lylyth, Herald of Everblight [+30]
- Angelius [17]
- Azrael [21]
- Naga Nightlurker [8]
- Nephilim Bolt Thrower [11]
- Seraph [14]
- Typhon [24]
Blighted Nyss Shepherd [1]
Blighted Nyss Shepherd [1]
The Forsaken [4]
The Forsaken [4]
The model choice tends to the expensive side here, but what is not to love about our juicy character beasts? Well, the lack of the Gobber Grew to be honest... but you can switch out one of the beasts for a cheaper (non-character) one to gain the necessary pts. I just didn't want to decide which one myself.
Legion Army - 75 / 75 points
[Theme] Oracles of Annihilation
(Lylyth 1) Lylyth, Herald of Everblight [+30]
- Angelius [17]
- Angelius [17]
- Carnivean [19]
- Carnivean [19]
- Naga Nightlurker [8]
- Nephilim Bolt Thrower [11]
- Seraph [14]
- Succubus [0(4)]
Blighted Nyss Shepherd [0(1)]
The Forsaken [0(4)]
The Forsaken [0(4)]
Another very beast heavy list (because I know people enjoy that), this time in OoA. pLylyth doesn't necessarily need the Sorceress thanks to Blood Lure. It's important for this list not to let the Angelii ru forward to fast and leave the rest behind. Put them into a good position, threaten models, fire pot shots, but don't go on early suicide mission with them. They are more efficient if they go into the frey with other combat models. Also calculate your fury generation very well. Even Lyly, two Forsaken and Shepard together only go so far. When it's time for the alpha, then you can go all out on fury and you want to be able to get rid of a big portion then. It's all about the timing.
You could easily go down on the beasts if you want, drop one and take a unit instead... even Hex Hunters enjoy Parasite and a jamming unit still is handy for Lyly. Not sure if BFS would be a bit to much, but maybe worth a try?