This bug prevents LyX from beeing used to typeset Arabic and Farsi: http://bugzilla.lyx.org/show_bug.cgi?id=2928
The reason for this is that LyX currently use \R{} instaed of \AR{} for Arabic and \FR{} for Farsi.I'm not familiar with the Bidi/language code and assume that there are special BiDi things to take care of, but perhaps one of you is able to fix this without big effort.
thanks and regards Uwe