Lex was sitting in the private room, with only Harry there now. In fact, the two of them were even chatting with each other, discussing the auction and everything that had happened. Yet a majority of his mind was focused on the game that was going on between him and this unknown opponent.
By now, Lex had given up assuming that something might happen, and had fully accepted that he was within the setup phase of some attempt. An attempt of what, and by whom, Lex did not know.
If one considered all the possibilities, all the threats, the dangers out there, one might be overwhelmed. It did not need to be a Dao Lord - just a few Celestial immortals could severely overwhelm him as long as he had no security from the Reaving Dread mercenaries.