From what I understand, Xephyr is needed to start a GUI and indeed it works with Lxde and KDE Plasma.

I used this script:

Xephyr -br -fullscreen -resizeable :20 &
            sleep 5
            DISPLAY=:20 startlxde &
[empty_row_here]

And run it. It simply worked with Lxde and Plasma.

I wonder if it's possible to change this script to make Lomiri start.

I guess I might need to make it use Xwayland? And/or use the appropriate command where "startxlxde" is.