To be honest, both Inner Focus and Steadfast are situational Abilities, as they depend on your opponent's actions. Intimidate doesn't appear to be quite as common as it was during the tail end of Generation VII, probably due to some highly public nerfs to it (though it's more buffs to other Abilities), as well as the off-chance of something holding an Adrenaline Orb. And depending on if you're playing single battles or double battles, flinch is either restricted to a few specific Pokémon for the former (like Togekiss) or as opening scouts for the latter (like Ludicolo).
Lucario's Speed of 90 means the risk of a flinch will likely come mainly out of Fake Out. It really doesn't matter which one you pick, since you likely won't come across it much for single battles, and the real worth in double battling is ensuring Lucario will never be targeted with Fake Out.
In both cases, though, Dynamaxing has made flinching less common, since Dynamaxed and Gigantamaxed Pokémon cannot flinch. That's resulted, in general, a decrease in flinch-based strategies, so it's basically a toss-up. That being said, I do like to open double battles with a Pokémon with Fake Out so I can set up and gain an early lead, especially if I can accurately predict whom my opponent will Dynamax/Gigantamax. (For instance, people commonly open with Tyranitar and Excadrill, and they will Dynamax Excadrill immediately.) If you opt for Inner Focus in a double battle and use Dynamax on Lucario's partner, you can (almost) guarantee Fake Out immunity. For the record, there's no overlap between Pokémon with Mold Breaker (or synonymous Ablities) and Pokémon who can learn Fake Out.
Where does the error message come up? Is it on the Switch menu, when you try to go online with the game, or some other time? Are your other Switch games able to go online? Can you access the eShop?
when I click on the Pokemon icon to play the game. That's when the message pops up.
They all have a chance of a Hidden Ability.Based on my short time with it though, Charizard appears to have lower odds than the others.
You'll get eggs, but the chances are low. Only if you hear "They're brimming with energy" or "They prefer to play with other Pokémon" will you get no eggs.