Integrating third party smart home systems with the Lidl gateway involves going through Lidl's remote server. A quick google doesn't suggest anyway of Loxone connecting to the Lidl system directly, so you would need to use another smart home system such as Home Assistant to act as a go between.
If you're looking to use Zigbee devices with Loxone, I expect that there are easier ways to do it, which wouldn't require the use of a third party server.
Personally I'm using a Raspberry Pi 4 with Loxberry and the Zigbee2MQTT and MQTT Gateway plugins, along with an Electrolama zig-a-zig-ah! USB adapter. It was all relatively straight forward to setup, and it's now working with Ikea Zigbee smart sockets, a Tuya temperature sensor, and I've just finished configuring an Ikea blind.
Other members here are using ioBroker and Node-Red.
Cheers,
Ewan