Barca have been linked with a move for Lima, who is out of contract at the end of the year.
Diaz, fourth choice at the Bernabeu last season, is expected to move on in the summer.
Diego Alves would welcome a move to Flamengo from Valencia if the clubs reach an agreement for his transfer.
Ever Banega is set to return to Sevilla after one year with Inter Milan and will not be reuniting with Unai Emery at Paris Saint-Germain.
Football agent Jorge Mendes has appeared in a Spanish court which is investigating a potential tax fraud by Monaco striker Radamel Falcao.
Alexandre Lacazette and Antoine Griezmann will not reconnect at Atletico Madrid as the club must tread water until the transfer ban is lifted.