So, it turned out that a vegetarian special meal was provided on all legs: ZRH-ATH (~11 am departure), ATH-ZRH (6:30 am) and ZRH-WAW (mid afternoon), all in J. Clearly some agents have no idea what they are talking about when they tell you that special meals are not available because the flight is intra-Europe. (Maybe that's true for Y?) For future reference, the tricks are to (a) email LX rather than call, as NewbieRunner suggested, and do that a couple of times if the agent says special meals aren't available, and (b) verify the meal request on the LH website (as the meal request doesn't show up on the LX website).