Selecting "Use non-tex fonts" and then Math: non-tex fonts default, I get:
luaotfload | load : path lookup of "latinmodern-math" unsuccessful, falling 
back
 to file:
luaotfload | load : path lookup of "latinmodern-math" unsuccessful, falling 
back
 to file:
LaTeX Font Info:    Font shape `EU2/latinmodern-math.otf(1)/m/n' will be
(Font)              scaled to size 10.00015pt on input line 82.
luaotfload | load : path lookup of "latinmodern-math" unsuccessful, falling 
back
 to file:
LaTeX Font Info:    Font shape `EU2/latinmodern-math.otf(1)/m/n' will be
(Font)              scaled to size 7.0001pt on input line 82.
luaotfload | load : path lookup of "latinmodern-math" unsuccessful, falling 
back
 to file:
LaTeX Font Info:    Font shape `EU2/latinmodern-math.otf(2)/m/n' will be
(Font)              scaled to size 9.99985pt on input line 82.
luaotfload | load : path lookup of "latinmodern-math" unsuccessful, falling 
back
 to file:
LaTeX Font Info:    Font shape `EU2/latinmodern-math.otf(2)/m/n' will be
(Font)              scaled to size 6.9999pt on input line 82.
luaotfload | load : path lookup of "latinmodern-math" unsuccessful, falling 
back
 to file:
LaTeX Font Info:    Font shape `EU2/lmss/m/it' in size <10> not available
(Font)              Font shape `EU2/lmss/m/sl' tried instead on input line 
82.
(compiling luc: /usr/share/texlive/texmf-var/luatex-
cache/generic/fonts/otf/lmsa
ns10-oblique.luc)(load luc: /home/nbecker/.texlive2015/texmf-var/luatex-
cache/ge
neric/fonts/otf/lmsans10-oblique.luc)
LaTeX Font Info:    Font shape `EU2/lmss/m/it' in size <7> not available
(Font)              Font shape `EU2/lmss/m/sl' tried instead on input line 
82.
Missing character: There is no đť‘™ (U+1D459) in font "file:lmsans10-
regular:scr
ipt=latn;+trep;+tlig;"!
Missing character: There is no đť‘™ (U+1D459) in font "file:lmsans10-
regular:scr
ipt=latn;+trep;+tlig;"!
...

This is Fedora 24, lyx 2.2

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