OP asked the specific question about compensation and the answer to that is none.

One need not assess fault here and blame the two passengers. Perhaps they made a mistake. It happens. But, the fact is that it was their sole responsibility to make it to their connecting gate at ZRH and they did not.

The argument about the time of arrival at ZRH and departure to DME is a complete folly. The FR timings are clearly there and unless there is some grand conspiracy to "get" the OP's friends, which includes LX, Swiss passport control, and the FR 24 administrators, they had more than enough time to make their connection.

But, they did not. It was not through LX's fault and thus there is no compensation due.