SDDM automatically suggested I use "LXDE Session". I don't know what
you'd have to use for something like startx, I think Julien had issues
You should have a "LXDE-QT Session" instead, otherwise it will load a regular LXDE session with the gtk components. On Ubuntu, I have this session, and it started correctly the panel. It needs some little fixes but at least it starts a working session using lxsession.