One excercise that definitely doesn't do any good for my elbow is Upright Rowing. So that's one excercise to look out for if the elbows starts acting up.
Lucky, you said that it started when you finally decided to add side laterals. When you do your side lats, do you remember to turn your hand 90 degree at the end of the movement, so that your thumbs are pointing downwards when you reach parallel?
If not, you are putting a tremendous pressure on your elbows because it will be the tendons in your elbows holding the weight. If you make sure your thumbs are pointing downwards, it will be your triceps holding the weight, not your elbow.