You can wait in the line with them. They'll even let you bring the bags in line that case, just tell the cast member when you enter the line that you are a non-rider. So you skip the lockers and stay together.
But really, the lockers aren't all that big of a deal. You do bypass them entirely if you don't need them, except at Hagrids if the line is out past the official queue entrance.
I have found lines for Ollivanders to drop in the late afternoon/evening, to the point of literally no line (this may depend on season/crowds/luck). While it is neat, it is not a must-do for me - if it were me, I'd go with your plan of getting the wand early and doing spells as you see fit, then if you walk past Ollivanders with no/short line, hop in line at that point. Note you can buy your wand at the Ollivander's shop even if you don't do the show. It has another door that you can go in just to the shop.
The Marvel area isn't super impressive, but the Spiderman ride is fun. And not a coaster, and you can bring the bags, so you can all go on it.
You may want to have a rough plan for lunch - HP restaurants get crowded although they are very well themed. You can often walk in just to look. If you want to eat there, aim for an early lunch or an early dinner as there will be less waiting. Thunder Falls Terrace in JP has the same BBQ that 3 Broomsticks has, but you can generally eat with minimal wait & it's much less crowded inside.