I haven't got /usr/share/lxde/openbox folder.
There are many operating systems that have the LXDE desktop. Some like to corrupt the generic lxde names (lubuntu-rc.xml instead of lxde-rc.xml), usually by somehow adding the distribution name. The role of the file is not changed by what it is called, but locating it might be. So keep the name that came with your system (lubuntu-rc.xml), and place the same copy, the one you want, in each of the directories: /etc/xdg/openbox, /usr/share/lxde/openbox, ~/.config/openbox
, regardless if there was or was not one there originally.