Stop worrying at this point!!!
Luna and Lily know each other only for two hours and it's very rare that it's love at first sight...just try to relax yourself and watch them...as long as they don't seriously attack each other it's okay...

I know how hard it is to see for you how jealous Luna reacts and as she was first in your home you have a more close bond to her...it hurts that she doesn't share your feelings and happiness about Lil' Lily...but give them a little time and they'll both come around!!!
Hugs to you and your furry sweethearts...
Try not to worry and relax!!!
First you have to get comfortable with the idea of having two cats now and the rest will follow...it's a strange situation for all three of you, but as soon as you'll accept and relax it will start to work out!!!