I'm going to be honest here and say I don't think you're going to clear Lunatic on the first go. Not having the game already roughly mapped out is going to make planning your route too sketchy. Regardless, here's some dubious advice.
-Don't let any royals or Niles die. Restart if they do. Well, actually if you let Leo die it would probably be fine. The only thing he's good for is making Forrest.
-As much as you may want to, don't marry Niles on Lunatic. He can't have your babies so you get fucked over if you do.
-Don't use any Freeze, Rescue, or Entrap staff charges on any chapters except
. You will NEED them at certain points.
-Don't overuse the jail, but definitely don't underuse it either. This game has a lot of enemies with completely unfair skill combinations, so if you see something that seems bullshit, help yourself. Don't be afraid to use kidnapped units as disposable though, they mostly are.
-Go to the trouble to level up Elise, she is top-tier if you do.
-It's okay to keep units on your team who are dedicated pair-up fodder. I wouldn't have more than one, but you can save a lot of experience by choosing not to level some characters and just keeping them perpetually paired with others and never actually letting them see combat.
-Be careful with your money. This is especially true in a blind run where you don't already know roughly what you'll get for free from chests. Always buy every debuff staff given the opportunity though.
So good luck. I don't want to be too much of a downer and say "you'll need it" so I'll just say that it'll be a huge accomplishment if you get this clear.
Also abuse DLC or at least online for the free gear and support rank grinding, you will need it.
But that's cheatiiiing! I mean, you can do whatever you want obviously, it's your game, but playing Conquest, grinding anyway, and still calling it Conquest seems wrong to me.
So to update on my Chapter 25 adventure, it's going alright. I have a route mapped out for both wings of that maps that has a ~50% win rate, I just need to combine them and then beat the boss. Unfortunately my current route is extremely staff-heavy (two Entrap and two or three Freeze) but this chapter sems to just sort of be built that way.
The game's boner for putting skills that basically instantly kill you if they hit and that have high trigger chances (Luna, Rend Heaven, Vengeance) on every boss is a real problem. Especially when they give the boss more than one of them. Has the potential to make this a real RNG-fest.