Hi I have solved the problem, but I think there probably is a bug in LyX 2.1. The answer was to restart lyx (this is important or else xindy will fail). open the LyX file and chose texindy and add -L norwegian in the option field. This made lyx call texindy with the correct language. There seem to be something going on with the encoding as well...
This with texindy and -L norwegian Reading indexstyle... Loading module "/tmp/olOnxWlTf7"... Loading module "lang/norwegian/latin1-lang.xdy"... Loading module "lang/norwegian/latin1.xdy"... Finished loading module "lang/norwegian/latin1.xdy". Finished loading module "lang/norwegian/latin1-lang.xdy". Loading module "tex/inputenc/latin.xdy"... Finished loading module "tex/inputenc/latin.xdy". Loading module "texindy.xdy"... and this with standard. Reading indexstyle... Loading module "/tmp/JsqoZC927W"... Loading module "lang/general/latin9-lang.xdy"... Loading module "lang/general/latin9.xdy"... Finished loading module "lang/general/latin9.xdy". Finished loading module "lang/general/latin9-lang.xdy". Loading module "tex/inputenc/latin.xdy"... Finished loading module "tex/inputenc/latin.xdy". Loading module "texindy.xdy"... regards, Ingar
