Most adult dogs have an inhibition against biting dogs smaller than themselves--with an obvious evolutionary benefit to puppies--but sometimes that inhibition fails. If you have any doubts, you'll need to supervise them very very closely and never leave them alone together without someone being there. Perhaps your vet can help you decipher Lucy's body language and help set your mind at ease. If not, he might at least be able to refer you to a behaviorist who could figure out what's going on.
Meanwhile, try to be vigilant without getting too anxious. The calmer you are, the easier it will be for Lucy and Zorra to accept each other.
Welcome to the board, ZorrasFeeder. When things settle down there some, I hope you'll share some pics of your two furbabies with us!