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> The Shogi Lion's ability of baroque capture should allow it to just pick off the "normal" pieces one after another. 

I will have to check this out with an engine to see if this is a problem. Currently I have no engine that could play Mighty-Lion Chess under WinBoard, but it should be trivial to program HaChu to play a very similar variant that does not have e.p. capture and castling. This would be just a matter of adding an entry in a table with the new name, board size and a FEN-like string for the initial setup. (HaChu does know the Persian Pawn for Shatranj and Makruk, and even has a version that could do an initial double-push.)

My expectation is that the thing you describe would be prevented by the Lions neutralizing each other, by sitting face to face with an emppty square between them. This also happens in Chu games a lot, and this is why the rules to forbid their exchange are so important. There would be a no-go area between them, where everything would be instantly annihilated by igui.

But most Chess pieces can attack a Lion from a distance. The Chu-Shogi steppers might be effective for holding the Lion out, they are utterly powerless for attacking it. Chains of FIDE Pawns are much more immune for Lion attack than Chu-Shogi Pawn formations. The latter really have to remain completely flat to prevent a Lion from a contact attack in a corner. Two FIDE Pawns standing shoulder to shoulder only leave unprotacted squares beside them, which are easily devende by other pieces behind them. And even a single Pawn, when it is head to head with an enemy Pawn, cannot be attacked from ahead. So interlocked Pawn chains are safe.