When I delete my user directory (in Application Data) and I restart LyX from the console, I have the same bad behavior as I described (only DVI and two PDF that don't work) but I can see at the console that LyX is being reconfigured at startup. After a tool->Reconfigure, the functional menus appear and work correctly without restarting LyX (except for HTML of course).
I am totally confused. This must be related to the multiple lyxrc (system, local, site?) thing. If lyx reconfigured, the auto entries should be loaded .... strange. I guess someone can tell me how the system lyxrc plays an role here. Bo