Okay, as usual, I should have taken some more time before sending the
mail. I have now understood the required package fontspec is used by LyX
on choosing the option "Use non-TeX fonts". In this case, however, I can
no longer use URW Garamond but "Garamond" which doesn't look as good and
also apparently doesn't use ligatures. So this is a bit too much of a
hassle just to suppress some unwanted ligatures.

I have a German document that I have always compiled with (the
default) pdflatex. Now I want to suppress bad ligatures with the
package selnolig that only works with LuaTeX. So I add
\usepackage[ngerman]{selnolig} to my preamble, click on view with
LuaTeX and get an error "TeX capacity exceeded, sorry [input stack
size=5000]." Description: " \nolig{Auff[aeiloruyäöü]}{Auf|f}"
So the Umlaute äöü are somehow not correctly encoded.
Without using the package, LuaTeX compiles fine; I am on TeX Live 2019
if this is relevant.
The package documentation says selnolig should be loaded after babel,
this is not how LyX does it, right, as the preamble is loaded first?
It also says the package works better with babel than with the LaTeX
package ngerman but I suppose I use babel? And I have to use the
package fontspec and I don't know what LyX uses under the hood.
Does the encoding play a role as LuaTeX only knows UTF-8? Under
Document Settings - Language, I have chosen Language default as
encoding (what is actually what for German?).
Any ideas are much appreciated, thank you!

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