Reverse actually.  They work insanely well together.  Fear is applied to X champ, Shamael cleanses and counters, then Lydia counters and gets feared, Shamael then cleanses and counters again.

The pair is one of the most broken combos for Hydra when Torment is up.

one thing to note is that the combo only works properly if lydia is in front of shamael in your team composition, so make sure you order them correctly when you're setting up.

Yes, thank you for that note.  Positioning matters for them.