Man, with all the fantasy managers like you that handcuffed Varlamov to Neuvirth, I just realized how tough the decision is for you folks now. I don't envy you.
I think the answer to this question can be found based on your team and league settings. Lehner is essentially useless as of this moment to your team. So I guess what you gotta do is consider how heavily goalie categories are weighed and how many goalies you start per night.
For me, under most circumstances I would rather have Varlamov who is essentially guaranteed to be the Avs starter for the near future due to the lack of depth there and the enormous package they gave up to get him.
What would be ideal is if you could maybe package a forward with Neuvirth to get an above average goaltender with a more favourable injury history than Varly, and rolling with that goalie + Varlamov.
I really don't recommend rolling with Varlamov + one backup (Neuvirth) + one not even a backup (Lehner) unless your goalie cats are completely insignificant to success (which I would bet that's not the case)