Can you switch between Jason and Lucia at any time?
Not always. Story context and some missions can limit switching.
Rockstar North says some missions allow free switching, some force a perspective, and others switch the player automatically.
The evidence
Explicitly stated by an identified primary source.
FamitsuFamitsu interview with Rockstar North co-head Rob NelsonEL PAÍSEL PAÍS visits Rockstar North for a GTA VI demonstrationRockstar GamesGrand Theft Auto VI official siteRead the full supporting guideWhat would change this answer?
Final-game behavior or updated Rockstar documentation.