Inserting Hebrew letters at xymatrix (at LyX)

Question

my previous question was how to insert Hebrew letters (i.e. Hebrew words) to LyX document at math mode.
This answer helps me a lot and now it's perfect (I follow this post...)
but....

When I try to insert letters to colored circle at xymatrix I get a black square :-(

Do you know how to solve it? or if it's possible...

I'll put here the source of the of the lyx file, but I don't know which format (the default or the XeTeX.

Here is the default:

    % Preview source code

%% LyX 2.2.2 created this file.  For more info, see http://www.lyx.org/.
%% Do not edit unless you really know what you are doing.
\documentclass[a4paper,english,hebrew]{article}
\usepackage{fontspec}
\setlength{\parindent}{0cm}
\usepackage[all]{xy}

\makeatletter

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% LyX specific LaTeX commands.
\pdfpageheight\paperheight
\pdfpagewidth\paperwidth


%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Textclass specific LaTeX commands.
\usepackage{theorem}
\theorembodyfont{\upshape}
\newtheorem{theorem}{\R{משפט}}[section]
\AtBeginDocument{\make@lr\thetheorem}

% The following chunk fixes export with XeTeX.
% It is needed because polyglossia is used by default
% and \make@lr is only defined by babel.
\@ifundefined{make@lr}
{\def\make@lr#1{\begingroup
    \toks@=\expandafter{#1}%
    \edef\x{\endgroup
  \def\noexpand#1{\noexpand\@number{\the\toks@}}}%
  \x}}{\relax}

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% User specified LaTeX commands.
\newfontfamily\hebrewfont[Script=Hebrew]{David CLM}
\newfontfamily\hebrewfonttt[Script=Hebrew]{Miriam Mono CLM}
\newfontfamily\hebrewfontsf[Script=Hebrew]{Simple CLM}

\makeatother

\usepackage{xunicode}
\usepackage{polyglossia}
\setdefaultlanguage{hebrew}
\setotherlanguage{english}
\begin{document}
\[
\xymatrix{*++[o][F*:blue]{1}}
\]

\end{document}

And here is the XeTeX format:

% Preview source code

%% LyX 2.2.2 created this file.  For more info, see http://www.lyx.org/.
%% Do not edit unless you really know what you are doing.
\documentclass[a4paper,english,hebrew]{article}
\usepackage{fontspec}
\setlength{\parindent}{0cm}
\usepackage[all]{xy}

\makeatletter

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% LyX specific LaTeX commands.
\pdfpageheight\paperheight
\pdfpagewidth\paperwidth


%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Textclass specific LaTeX commands.
\usepackage{theorem}
\theorembodyfont{\upshape}
\newtheorem{theorem}{\R{משפט}}[section]
\AtBeginDocument{\make@lr\thetheorem}

% The following chunk fixes export with XeTeX.
% It is needed because polyglossia is used by default
% and \make@lr is only defined by babel.
\@ifundefined{make@lr}
{\def\make@lr#1{\begingroup
    \toks@=\expandafter{#1}%
    \edef\x{\endgroup
  \def\noexpand#1{\noexpand\@number{\the\toks@}}}%
  \x}}{\relax}

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% User specified LaTeX commands.
\newfontfamily\hebrewfont[Script=Hebrew]{David CLM}
\newfontfamily\hebrewfonttt[Script=Hebrew]{Miriam Mono CLM}
\newfontfamily\hebrewfontsf[Script=Hebrew]{Simple CLM}

\makeatother

\usepackage{xunicode}
\usepackage{polyglossia}
\setdefaultlanguage{hebrew}
\setotherlanguage{english}
\begin{document}
\[
\xymatrix{*++[o][F*:blue]{1}}
\]

\end{document}

Thank you!!

P.S. I mark this box because otherwise it's doesn't work:

---

Edit:
After this answer it's still don't work. I put the code here:

% Preview source code

%% LyX 2.2.2 created this file.  For more info, see http://www.lyx.org/.
%% Do not edit unless you really know what you are doing.
\documentclass[a4paper]{article}
\usepackage{fontspec}
\setlength{\parindent}{0cm}

\makeatletter

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% LyX specific LaTeX commands.
\pdfpageheight\paperheight
\pdfpagewidth\paperwidth


%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Textclass specific LaTeX commands.
\usepackage{theorem}
\theorembodyfont{\upshape}
\newtheorem{theorem}{\R{משפט}}[section]
\AtBeginDocument{\make@lr\thetheorem}

% The following chunk fixes export with XeTeX.
% It is needed because polyglossia is used by default
% and \make@lr is only defined by babel.
\@ifundefined{make@lr}
{\def\make@lr#1{\begingroup
    \toks@=\expandafter{#1}%
    \edef\x{\endgroup
  \def\noexpand#1{\noexpand\@number{\the\toks@}}}%
  \x}}{\relax}

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% User specified LaTeX commands.
\newfontfamily\hebrewfont[Script=Hebrew]{David CLM}
\newfontfamily\hebrewfonttt[Script=Hebrew]{Miriam Mono CLM}
\newfontfamily\hebrewfontsf[Script=Hebrew]{Simple CLM}
\usepackage[all,pdf]{xy}
\usepackage{xcolor}

\makeatother

\usepackage{xunicode}
\begin{document}
\L{
\[
\xymatrix{*++[o][F*:blue]{a}}
\]
}
\end{document}

---

Here is the LyX file:

#LyX 2.2 created this file. For more info see http://www.lyx.org/
\lyxformat 508
\begin_document
\begin_header
\save_transient_properties true
\origin unavailable
\textclass heb-article
\begin_preamble
\newfontfamily\hebrewfont[Script=Hebrew]{David CLM}
\newfontfamily\hebrewfonttt[Script=Hebrew]{Miriam Mono CLM}
\newfontfamily\hebrewfontsf[Script=Hebrew]{Simple CLM}
\usepackage[all,pdf]{xy}
\usepackage{xcolor}
\end_preamble
\use_default_options true
\maintain_unincluded_children false
\language hebrew
\language_package none
\inputencoding cp1255
\fontencoding global
\font_roman "default" "default"
\font_sans "default" "default"
\font_typewriter "default" "default"
\font_math "auto" "auto"
\font_default_family default
\use_non_tex_fonts true
\font_sc false
\font_osf false
\font_sf_scale 100 100
\font_tt_scale 100 100
\graphics default
\default_output_format default
\output_sync 0
\bibtex_command default
\index_command default
\paperfontsize default
\spacing single
\use_hyperref false
\papersize a4paper
\use_geometry false
\use_package amsmath 1
\use_package amssymb 1
\use_package cancel 1
\use_package esint 1
\use_package mathdots 1
\use_package mathtools 1
\use_package mhchem 1
\use_package stackrel 1
\use_package stmaryrd 1
\use_package undertilde 1
\cite_engine basic
\cite_engine_type default
\biblio_style plain
\use_bibtopic false
\use_indices false
\paperorientation portrait
\suppress_date false
\justification true
\use_refstyle 1
\index Index
\shortcut idx
\color #008000
\end_index
\secnumdepth 3
\tocdepth 3
\paragraph_separation indent
\paragraph_indentation 0cm
\quotes_language english
\papercolumns 1
\papersides 1
\paperpagestyle default
\tracking_changes false
\output_changes false
\html_math_output 0
\html_css_as_file 0
\html_be_strict false
\end_header

\begin_body

\begin_layout Standard
\begin_inset Formula 
\[
\xymatrix{*++[o][F*:blue]{a}}
\]

\end_inset


\end_layout

\end_body
\end_document

Answer 1

(1) Your two documents are the same. They are both for XeTeX.

(2) This problem has noting to do with Hebrew. There is not Hebrew in the xymatrix. The black box is placed there because the [F*:blue] doesn't work. That should be in the XeTeX error messages.

To get it working you have to change this in the pramble:

Replace

\usepackage[all]{xy}

with

\usepackage[all,pdf]{xy}
\usepackage{xcolor}

Here is a preamble for the document (Document > Settings > LaTeX Preamble)

\usepackage[all]{xy}
\xyoption{pdf}
\usepackage{xcolor}

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% LyX specific LaTeX commands.
\pdfpageheight\paperheight
\pdfpagewidth\paperwidth


%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Textclass specific LaTeX commands.
\usepackage{theorem}
\theorembodyfont{\upshape}
\newtheorem{theorem}{\R{משפט}}[section]
\makeatletter
\AtBeginDocument{\make@lr\thetheorem}

% The following chunk fixes export with XeTeX.
% It is needed because polyglossia is used by default
% and \make@lr is only defined by babel.
\@ifundefined{make@lr}{\def\make@lr#1{\begingroup
    \toks@=\expandafter{#1}%
    \edef\x{\endgroup
  \def\noexpand#1{\noexpand\@number{\the\toks@}}}%
  \x}}{\relax}
\makeatother

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% User specified LaTeX commands.
\newfontfamily\hebrewfont[Script=Hebrew]{David CLM}
\newfontfamily\hebrewfonttt[Script=Hebrew]{Miriam Mono CLM}
\newfontfamily\hebrewfontsf[Script=Hebrew]{Simple CLM}

\usepackage{xunicode}
\usepackage{polyglossia}