LyX Problem when referencing. Just question mark [?]

Question

I am very new to LyX (no LaTeX background whatsoever) and cannot manage to properly insert citations. The problem is, within LyX the citation seems ok [Sayer], but when I render the PDF, I only get [?].

I have found similar problems, but with that information I can't make it work.

LyX: Question mark [?] instead of reference number after installing new .bst file
Question mark or bold citation key instead of citation number

As I understand, the two possible problems are unicode related, and some communication problem between BibTeX and LyX.

I can insert citations from LyX, which means that at least it knows where the DB is, and apparently "understands" it. It's just a test, but this is what the DB contains (no strange unicode)

@book{Sayer,
  author={Natalie J. Sayer},
  title={Lean for Dummies}
}

And... when I check the log Document > LaTeX Log, I get the following Warning:

LaTeX Warning: Citation `Sayer' on page 1 undefined on input line 124.

Which yes, makes all the sense of the world, but I don't know what to do next.

EDIT

I have realized that I get different mistakes if I try to create the PDF from the "parent" file or from the "child" (i.e.: lyx document within lyx doc). From the child doc, the PDF is created with that [?], but from the parent doc, it does not even compile. Apparently there is one mistake per reference I have introduced in the children docs:

 ...Mass-Production-vs.-Lean-Enterprise}\citep
                                                  {Sayer}
The control sequence at the end of the top line
of your error message was never \def'ed. If you have
misspelled it (e.g., `\hobx'), type `I' and the correct
spelling (e.g., `I\hbox'). Otherwise just continue,
and I'll forget about whatever was undefined.

Maybe this helps.