I got the problem, that links in \url only break in LyX when there is a \ character in it. I found the solution to add \usepackage[hyphens]{url} to my preamble.
But the problem is, LyX loads the package url with no options, and I get an error. How can I solve this?
\PassOptionsToPackage{hyphens}{url}before\documentclassand you should be fine :) – yo' Oct 30 '13 at 13:40\documentclassin LyX. You can add options to the document class however, which will also pass it to all packages (right?). – Torbjørn T. Oct 30 '13 at 13:49hyphensin the options and it worked! – uloco Oct 30 '13 at 13:52\usepackage[hyphens]{url}in the LaTeX Preamble in LyX, the option is loaded correctly. – Herr K. Oct 30 '13 at 16:37\usepackage{hyperref}and I loaded the old packagesubfigureinstead ofsubfig. Now everything works fine. – uloco Oct 31 '13 at 06:49