I've never been unable to beat the game with my party combinations, so picking up The Dagger of the Star +5 now and again isn't inconceivable for me. For one thing, I find it's a stylish weapon. On my most recent playthrough I gave it to Mazzy to dual wield with an endgame short sword. It's handy for occasionally allowing her to blink out, persuading a large group of melee enemies to keep their attention on the tank. If nothing else it spares you having to pick up Hardiness or giving her your more protective gear.
A Thief could surely make use of it for added backstab opportunities in combat, although I imagine it would just be a bonus method for them. Creating a build/playstyle around this weapon is unrealistic given how late you get it and the fact that it relies on probability. If you've got a Thief-Mage that plays off of contingencies and invisibility spells to achieve mid-combat backstabs, though, then The Dagger of the Star is a more thematically applicable choice then any other late game Roguish weapon (quarterstaves being not at all Roguish, in my opinion).
I think you can 100% make this work. When I did the classic Fighter-dual-Mage combination, I did it as a level 6 Fighter. The sheer breadth of functionality that it unlocks means that it is a promising combination. Namely, you'll get to use things like The Answerer, Staff of the Ram, and Daystar. The other big benefit here is, of course, that you get to play through BG1 as a Mage and you don't have much downtime for the Fighter perks to kick in. This build will likely have noticeable effect on BG1's difficulty, whilst being more of a stylistic choice in BG2 to add options to a conventional Mage build.
Consider higher STR and DEX scores to supplement your melee damage and AC. CON is less of a priority as a melee Mage relies on forms of resistance other than HP. Find Familiar will also compensate you greatly for any bonus HP from CON you would lose by neglecting it. A bit of WIS to accompany a high INT score is good if this character is likely to have the highest potential in your party for a good Lore skill. CHA is up to you depending on how magnetic you think the character would be.
Considering that her entire narrative identity centres around her Wild Mage class, dualling Neera even while modded feels like a clumsy, mechanically motivated move. That isn't to say that you aren't entitled to play the game in whichever way makes you happy, but as you are broadcasting the concept publicly, I must say that it feels a puzzling transition to make for Neera given the way that she's been written.
It might be Chaos for me. In the early stages of BG2 you encounter it often from Mages before your party is properly equipped to overcome the Mirror Image-Stoneskin-Spell Turning combination that Mage contingencies fire on sight. It can mean that even after the fight is over you're still at risk of casualty. Also, I use that spell a lot and tasting one's own medicine is more bitter than one hundred Power Word: Stuns.
I find myself in a tricky position with Mazzy, so it's quaint to see the thread pop up just as I'm interested in fielding some opinions! In prior playthroughs there was no cause for concern: I have used her at range and as a tank, and in both settings she thrives. The party I am running for my latest playthrough is not quite as optimal, however, and I find that - similarly to some other commentators here - the best I can do for her is have her shift between different roles. My party & their primary attack and functions are--
Given that it's the one thing I haven't done for her, I might consider moving Minsc back over to two-handed weapons and having Mazzy dual-wield. No other party member is covering them, save for Quarterstaves which all my Arcane party members can use if I so desire. In BG1, Shar-Teel was dual-wielding daggers for my party to great effect, so with a few more proficiencies perhaps I can slot Mazzy into the same role with Short Swords and, in time, Daggers too!
Mazzy's personality is great, in my opinion. She has plenty of comedic moments in between displays of her virtue and her humanity. She isn't a Mary Sue and can be defined by her positive qualities without arrogance. Plus her voice acting is great and her sidequest in Trademeet is short, sweet and a pleasant change of scenery. Few other NPCs ever interact with that quaint little settlement!