When building a high-power deck, my general philosophy is that if you play good cards, you will win games. Most of the creature choices in the deck (with the exception of the Artificer's Intuition package) are good cards without Lazav. I don't run many cards that specifically support Lazav outside of Dreadnought, Ginegerbrute, and Vector Asp. Lazav doesn't ask for any specific synergies, just running strong, low CMC creatures is enough to enable it. Lazav's role in the deck is to provide redundancy to my value engines and win conditions, while also being a win condition with Dreadnought.
Like @materpillar , I don't really like to play infinite combos, just not really my preferred play-style, so this deck isn't truly competitive because of that restriction. I removed the Displacer Kitten + Coveted Jewel combo I was running, as fun as that combo was, because it doesn't really utilize Lazav, and I do want Lazav to be important to the deck. After removing that combo though, I am slightly concerned that I may not have enough win conditions. If Sheoldred, the Apocalypse and Phyrexian Dreadnought both get exiled, I've probably lost the game.
All three of our lists are crazy different... but its always interesting to compare and bounce ideas off one another.
Edit: Also, if I were to run a combo, I should probably be on Bolas's Citadel, as I already run Sensei's Divining Top , and this plays well with Sheoldred.