Always try to get port priority.
IMO, if he gets you with a dthrow, it's almost always better to roll away, because he would literally have to start running after the throw in order to catch you with something besides a dash attack. Obviously, mixing it up is important, but yeah...roll forward...just not onto mines or C4...
Lucario will die around 130ish from a fresh utilt on most starter stages...and this is considering good DI. And if he gets you on a platform...yeah...
It is possible to SDI the first hit of ftilt and avoid the second. If he's right next to you, SDI towards. If he hits you with the tip, SDI away. It's not easy, so don't rely on it, but it can be done. But the hitstun from the first hit is massive, so it's better to just get away if you do get out. You can grab Snake if you powershield the first hit, but if the Snake is spacing correctly, then forget about it.
Fair, nair, and dair can all break through mortar. I'm sure uair might, but I'm not brave enough to try it, lol...
Also, it sounds really weird to say this, but once you get past 130%, you will die from the next kill move, so getting hit by nades should be the least of your problems. Not saying you should be like hur, go ahead and run near exploding nades but...don't let it concern you as much. It'll take a couple more nades before you die anyways.