Sun 19 Jul 2020 08:31:54 PM CEST

tl;dr - it can be set at /etc/lynx.cfg (or ~/.lynxcfg I think)

XLOADIMAGE_COMMAND:feh %s

longer story -

My intuition was that it's surely using some external integration thing. Like
xdg-open, or similar central thing. In fact, it has its own config.