I feel like Vayne and Lucian would need to not confuse each other for bad guys. Many people would assume Vayne would go after Lucy for the weapons, but she won't. At least, not for the short term. She's smart enough to know what's what. Her crazy, show boaty antics is because she just FEELS like it, but she has enough knowledge and wit to figure it out.
If anything, of the two, Vayne may know more in general or have quicker deduction skills than Lucian. What Vayne lacks that Lucian has is morality. Lucian may be on a path of Vengeance, but thanks to MF, he at least understands that he can't BLINDLY rush in to make Thresh pay. That is something Vayne hasn't learned yet if ever at all. MF got her revenge and realized the consequences. Lucian had to shake his off in order to come to his own realizations.
Vayne? Oh...she's possessed right now.
But yeah. If Lucy and Vayne meet each other, they'll probably give each other side glances and walk past because the other doesn't interest them until a fight breaks out (like Lucy and MF). And when that happens, the team up is only as good as what VAYNE needs. She will back stab Lucian if the case needs.