First off, no you don't NEED the last book but it will help some as you can seed what is available to add to those crews and will let you proxy to try stuff.
Yan Lo is a Resser which is what Lady J is meant to hunt so it can give her a little edge but nothing you can't overcome. If you go with him you are probably going to want to add Izamu because he is awesome and you may need some beat stick help.
Lynch is Neverborn. With him you want to probably add at least Beckoners. Others you may want (depending on you style, this is where the book comes in handy for proxies) are depleted, Graves, Tannen, and Stitched Together. I don't seed him being a bad match up for Lady J either.
The Viks are straight forward and a lot of fun to play (one of my favorites). Not a lot of synergy in their box but it works OK. You probably want to add at least a blister of Ronin, Convict Gunslinger works well with them too. Lately I've been using Sue, Friekorp Librarian, Jack Saw, and Ronin with them.
Well, that's my $0.02. Hope it is of some help to you, good luck, and welcome to the game.