If the whole booking was for F, then they *should* be allowed to use the FIRST lounge, even though there is no F class on the LHR-LIS leg. If they get questioned, they should show the boarding pass from the EWR-LHR leg, or get the loung attendant to check the booking.

It's similar on domestics over here. Because there is only 1 class on domestics, they sometimes question you on why you are trying to get into the lounge on an economy ticket. Once you show them your connection BP, you are fine.

Cheers,
Rick