The Lancers are known for using fast mechs, hovertanks, and fighters in highly mobile campaigns.
Based on that, I'd argue that the Devastator and Highlander in the Command Lance are definitely too slow. I'd trade them in for 4/6/X FedCom assaults, like Banshees, Zeuses, Salamanders, and Sunders. Don't be afraid to tap the faster Lyran models, as the Lancers spent a lot of time in the Lyran half before the FedCom War.
Although your Fire Lance is all jump-capable, I'd again argue that 4/6/4 is too slow for a Lancers' Fire Lance. There's a lot of 5/8/X fire support-ish options available to you by the FedCom War, like the Rakshasa, Cobra (which you have in the Strike Lance), Jagermech III, Griffin, and Dervish.
A Lancers' Strike Lance should probably move at least average for a light lance (6/9/X) or better: Javelins, Nightskys, Osirises, Razorbacks, Talons, Wolfhounds, etc.
Finally, for these kinds of fast, independent, FedRat regiments (1st Armored Cav, Kestral Grenadiers, Argyle Lancers, etc.), I'm always tempted to keep everything 5/8/X or faster. Arguses, Enforcer IIIs, Falconers, Lynxes, Maelstroms, Starslayers, etc. can replace your direct-fire 4/6/X mechs, including the assaults, and still deliver a lot of firepower.
My 2 C-bills. YMMV...