Apparently the rendering of Rmarkdown with lualatex/xelatex output works, when a simple template .tex file is referenced in the YAML header of the Rmarkdown:
template.tex:
\documentclass[12pt,a4paper,oneside]{article}
\begin{document}
$body$
\end{document}
lualatex.Rmd :
---
output:
pdf_document:
template: template.tex
latex_engine: lualatex
---
Hello! This is lualatex
I do not understand why this would work, but it does.