Context. The Lagoon Nebula (M8) is host to multiple regions with recent and ongoing massive star formation, due to which it appears as one of the brightest H II regions in the sky. M8-Main and M8 East, two prominent regions of massive star formation, have been studied in detail over the past few years, while large parts of the nebula and its surroundings have received little attention. These largely unexplored regions comprise a large sample of molecular clumps that are affected by the presence of massive O- and B-type stars. Thus, exploring the dynamics and chemical composition of these clumps will improve our understanding of the feedback from massive stars on star-forming regions in their vicinity. Aims. We established an inventory of species observed towards 37 known molecular clumps in M8 and investigated their physical structure. We compared our findings for these clumps with the galaxy-wide sample of massive dense clumps observed as part of the APEX Telescope Large Area Survey of the Galaxy (ATLASGAL). Furthermore, we investigated the region for signs of star formation and stellar feedback. Methods. To obtain an overview of the kinematics and chemical abundances across the sample of molecular clumps in the M8 region, we conducted an unbiased line survey for each clump. We used the Atacama Pathfinder EXperiment (APEX) 12m submillimetre telescope and the 30 m telescope of the Institut de Radioastronomie Millimétrique (IRAM) to conduct pointed on-off observations of 37 clumps in M8. These observations cover bandwidths of 53 GHz and 40 GHz in frequency ranges from 210 GHz to 280 GHz and from 70 GHz to 117 GHz, respectively. Temperatures were derived from rotational transitions of acetonitrile, methyl acetylene, and para-formaldehyde. Additional archival data from the Spitzer, Herschel, MSX, APEX, WISE, JCMT, and AKARI telescopes were used to investigate the morphology of the region and to derive the physical parameters of the dust emission by fitting spectral energy distributions to the observed flux densities. Results. Across the observed M8 region, we identify 346 transitions from 70 different molecular species, including isotopologues. While many species and fainter transitions are detected exclusively towards M8 East, we also observe a large chemical variety in many other molecular clumps. We detect tracers of photo-dissociation regions (PDRs) across all the clumps, and 38% of these clumps show signs of star formation. In our sample of clumps with extinctions between 1 and 60 mag, we find that PDR tracers are most abundant in clumps with relatively low H2 column densities. When comparing M8 clumps to ATLASGAL sources at similar distances, we find them to be slightly less massive (median 10 M⊙) and have compatible luminosities (median 200 L⊙) and radii (median 0.16 pc). In contrast, dust temperatures of the clumps in M8 are found to be increased by approximately 5 K (25%), indicating substantial external heating of the clumps by radiation of the present O- and B-type stars. Conclusions. This work finds clear and widespread effects of stellar feedback on the molecular clumps in the Lagoon Nebula. While the radiation from the O- and B-type stars possibly causes fragmentation of the remnant gas and heats the molecular clumps externally, it also gives rise to extended PDRs on the clump surfaces. Despite this fragmentation, the dense cores within 38% of the observed clumps in M8 are forming a new generation of stars.