Where is Lucia?
This is what UESP has to say about her whereabouts:
Lucia wakes up at 8am and heads to the area outside the Temple of Kynareth, where she wanders around, begging all day. At 8pm, she goes to the Bannered Mare, where she stays inside for four hours. Then at midnight, she goes out behind the inn and sleeps on the ground. She gets up again at 8am the next morning and repeats the same schedule.
If you're playing on PC, you can use player.moveto xx003F5E to teleport to her, where xx is the load order # of Hearthfire, most likely 01 or 02.