The message

The package hyperref has already been loaded with options:
  []
There has now been an attempt to load it with options
  [pdftex]
Adding the global options:
  ,pdftex
to your documentclass declaration may fix this.

As advised, added “pdftex” to [Document-> Settings -> Document Class -> Class Options] does not help.

Done [Export->”LaTeX plain)] and found the problem:

%% LyX 2.4.0 created this file.  For more info, see https://www.lyx.org/.
%% Do not edit unless you really know what you are doing.
documentclass[british,american,doc, 11pt, a4paper]{apa7}
usepackage{textcomp}
usepackage[utf8]{inputenc}
usepackage{color}
definecolor{note_fontcolor}{rgb}{0.800781, 0.800781, 0.800781}
usepackage{babel}
usepackage{ifsym}
usepackage{graphicx}
PassOptionsToPackage{normalem}{ulem}
usepackage{ulem}
usepackage[]
 {hyperref}

There is “usepackage{Hyperref}” that is not resulting from “[Document->Settings->PDF Properties->Use hyperref Support]. If the option is selected:

%% LyX 2.4.0 created this file.  For more info, see https://www.lyx.org/.
%% Do not edit unless you really know what you are doing.
documentclass[british,american,doc, 11pt, a4paper]{apa7}
usepackage{textcomp}
usepackage[utf8]{inputenc}
usepackage{color}
definecolor{note_fontcolor}{rgb}{0.800781, 0.800781, 0.800781}
usepackage{babel}
usepackage{ifsym}
usepackage{graphicx}
PassOptionsToPackage{normalem}{ulem}
usepackage{ulem}
usepackage[pdfusetitle,
 bookmarks=true,bookmarksnumbered=false,bookmarksopen=false,
 breaklinks=false,pdfborder={0 0 1},backref=false,colorlinks=false]
 {hyperref}

Still the the same error message

! LaTeX Error: Option clash for package hyperref

The package hyperref has already been loaded with options:
  []
There has now been an attempt to load it with options
  [pdftex,pdfusetitle, bookmarks=true,bookmarksnumbered=false,bookmarksopen=fal
se, breaklinks=false,pdfborder={0 0 1},backref=false,colorlinks=false]

Adding the global options:
  ,pdftex,pdfusetitle, bookmarks=true,bookmarksnumbered=false,bookmarksopen=fal
se, breaklinks=false,pdfborder={0 0 1},backref=false,colorlinks=false
to your documentclass declaration may fix this.

So, IMHO, the problem:

• Package hyperref is usepackage by the core code of LyX, not the DocumentClass (apa7 – I checked)
• The require option “pdftex” is an option of hyperref that must be specified as part of usepackage (See CTAN manual).
• Therefore, setting in [Document->Settings->PDF Properties->Additional Options] that resulting in hypersetup will not work.
• The LyX core code do not interpret pdftex in “[Document-> Settings -> Document Class -> Class Options]”, or the code generating “usepackage{hyperref}” did not interpret Class Options to deter presence od “pdftex”.

Please advice if there are other means to avoid this pesky error message.

Thanks!