How should we play Lion Defense against d4?


I mean the Black Lion defense which has two tame and a Risky. Others may call it pirc defence.
Well, it seems that U have already found the course "The Black Lion" by Simon Williams.

These are some good sources to learn Lion Defence you can surely rely on them.
Games on Lion Defence: https://www.chess.com/openings/Lion-Defense
Some of the best videos on Lion Defence:
This is the best video on Pirc defence(Personal opinion)
Another good video by Simon Williams
A good video by @Robert-Ramirez
All the games are above 2500 level.

Some stupid author tried to name already existing openings the Lion
There is no Lion Defense.
Against 1.e4, with no c4, it is Philidor's Defense. Against 1.d4 with c4 played, it is a subset of the Old Indian Defense. Black can play 3...Nbd7 and 4...e5 or 3...e5 straight away.
You get what you pay for. Invest in a couple of books.
The Philidor Files
Old Indian Move by Move
There is a recent book (do not recall the title) that is basically Philidor and Old Indian for Black. I think New In Chess published it but not positive.

Some stupid author tried to name already existing openings the Lion
There is no Lion Defense.
Against 1.e4, with no c4, it is Philidor's Defense. Against 1.d4 with c4 played, it is a subset of the Old Indian Defense. Black can play 3...Nbd7 and 4...e5 or 3...e5 straight away.
You get what you pay for. Invest in a couple of books.
The Philidor Files
Old Indian Move by Move
There is a recent book (do not recall the title) that is basically Philidor and Old Indian for Black. I think New In Chess published it but not positive.
I don't agree with your statement try to play some set of moves on the analysis board and see what opening does the engine tells you.

Some stupid author tried to name already existing openings the Lion
There is no Lion Defense.
Against 1.e4, with no c4, it is Philidor's Defense. Against 1.d4 with c4 played, it is a subset of the Old Indian Defense. Black can play 3...Nbd7 and 4...e5 or 3...e5 straight away.
You get what you pay for. Invest in a couple of books.
The Philidor Files
Old Indian Move by Move
There is a recent book (do not recall the title) that is basically Philidor and Old Indian for Black. I think New In Chess published it but not positive.
I don't agree with your statement try to play some set of moves on the analysis board and see what opening does the engine tells you.
The chess.com engine knows nothing about opening names. Some clown put in his own names for everything, including those with no name so he made up a name, like the "Sicilian Defense, French Variation". There is no such thing! 1.e4 c5 2.Nf3 e6 is not anything yet. 3.c3 is an Alapin, 3.d4 cxd4 4.Nxd4 a6 is the Kan, 3.d4 cxd4 4.Nxd4 Nc6 is the Taimanov, 3.d4 cxd4 4.Nxd4 Nf6 5.Nc3 Nc6 is the Four Knights, etc.
There is no Sicilian Defense French Variation, just like there is no Lion.
1.e4 d6 2.d4 Nf6 3.Nc3 Nbd7 4.Nf3 e5 is the Philidor, Hanham Variation and 4.f4 or 4.g4 are the Anti-Hanham.
1.d4 d6 2.c4 Nf6 3.Nc3 e5 or 1.d4 d6 2.c4 Nf6 3.Nc3 Nbd7 4.e4 e5 is the Old Indian Defense.
What chess.com's engine is doing is simply reading a text file written by a chess.com programmer that does not know his openings.