Lex did not notice the group because of a few reasons. Firstly, he was not spreading his spirit sense around, nor was he looking around the room, so it was fairly easy to miss them. More importantly, they were hiding. Lex wasn't the only person in the room who hadn't reached the immortal realm, but he was most certainly the only one who so openly advertised it.
In fact, the Oolin had said it himself. They actually wanted lower leveled cultivators to avoid any potential problems.
The Trial of Eternity was a zone that could harm immortals, regardless of the level. Even Celestial immortals could face dangers there, though they faced other kinds of dangers than the lightning and fire, which is why if the zone suddenly entered the Origin realm openly, the disaster it could bring was incalculable.
It would literally take a Dao Lord to contain it, yet using powers on the Dao Lord level within the Origin realm was forbidden as it could damage the realm.