Weird font problem in LyX v2.5 RC2

I use KOMA Book. If I insert \unittwo in math mode, and insert value 20 as numeric value, and \Omega as unit value, I can compile the document into pdf. No error message.

If I go to Settings/Fonts, and make the choice "Use non-TeX Fonts (via XeTeX/LuaTeX)", trying to generate a preview leads to an error message "Missing glyphs!", with the description "There is no ".

If I change "\Omega" to "\omega", there is no error message.

The problem seem to appear if I use uppercase Greek letters, while there appears to be no problem if I use lowercase greek letters (as unit).

For some letters (e.g., \Gamma), the preview of the Gamma also disappears in LyX - even before I attempt to generate the pdf file. This also happes with \Omega sometimes, but not always.
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I'm on Windows 11, latest version.

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