I have very much the same problem mentioned in a past thread (Lyx, Error Converting to Loadable Format for PDFs), but the fixes described in that did not work (checking Lyx preferences, updating GS and commenting out two lines in convertDefault.py). I wonder if anybody can help?
I'm using Lyx 2.2.3 on windows 7 (work) and 10 (home) and ghostscript 9.16. When I have pdfs images embedded in my document they don't display in the Lyx window (they appear in the final PDF however). Where the images should preview it just says, "Error converting to loadable format".
The funny thing is that I had no problem until a couple of days ago, and to my knowledge I did not do anything in the meanwhile... thanks! Stefano