Changing my preamble to give the full path to the bib file solved the problem:
before
%biblatex
\usepackage[style=ieee,natbib=true,backend=biber]{biblatex}
\addbibresource{Research.bib}
after:
%biblatex
\usepackage[style=ieee,natbib=true,backend=biber]{biblatex}
\addbibresource{/Users/Aleksey/Desktop/Report/Research.bib}
Lyx has trouble when relative paths are given here. Is this a bug?
