My university has decided that "et al." should be emphasized. In order to do so, I have followed Citations are collected in Mendeley 1.17.13 which has BibTex syncing enabled. The citation is inserted into Lyx 2.2.3. with citation style natbib author-year, bibliography style plain, bibliography generator default.
This question has been asked several times, e.g. this answer. I have replaced "et al." in the agsm.bst style, replaced it with \emph{et~al.} and saved under a different name (agsm_hh.bst). There were 4 instances. I have reconfigured and restarted Lyx, and set the BibTex Generated Bibliography style set to agsm_hh.
This gives an error: 
What am I missing?
.bstfile? Does it work if it's in the same folder as your document? – Alan Munn Feb 01 '18 at 14:10texmffolder. See the linked question and also this one: How to have local package override default package – Alan Munn Feb 01 '18 at 16:24