I upgraded to UE5.2, since there was bugs in UE5.1 for EOS.
But there are compiling errors when build LyraStartGame in VS if enable EOS in the CommonUser.build.cs
BTW, I also changed both DefaultEngine.ini under \Config and \Custom\EOS.
With above modifications, it was ok to compile Lyra for EOS in UE5.1.1
Hope to get help. Thanks.