i wouldnt take all four in a game even when taking his avatar since he can summon one however i often take one or two (normally hooded and/or dead), levis avatar is fairly easy to manisfest, u have to die twice and summon 2 spa's using necrotic unmaking. i think it is only worth it in larger games where u can take 3 of the riders and other things as well since in a 35ss list 3 riders and the avatar is between 27 and 29ss so not much for anything else.
lazaraus is an anti guild construct (bonus to attacking non construct guild) who can gain abilities from other constructs with a 0 (either for the turn or for the game by discarding 2 scrap counters) he also has melee expert with a trigger to get blasts off the damage and a grenade launcher with blast damage. he also has armour +1 which cannot be ignored. the bonus in a levi list is that with so many constructs levi can take lazarus can get a lot of useful abilities (hard to wound, slow to die, use soulstone just to name a few).
generally i take a crew that can deal with the strategy i am playing, fast significant stuff for destroy the evidence, models with staying power for claim jump etc. while levi deals with taking out ur opponents important models with help from a few heavy hitters.