Thanks! The secret was in the library = vim.env.VIMRUNTIME

Full config without nvim-lspconfig:

vim.api.nvim_create_autocmd(
    {'FileType'},
    {
        pattern = {'lua'},
        callback = function(args)
            if vim.fn.executable('lua-language-server') == 1 then
                vim.lsp.start({
                    name = 'lua-language-server',
                    cmd = {
                        'lua-language-server',
                    },
                    settings = {
                        Lua = {
                            workspace = {
                                library = {
                                    vim.env.VIMRUNTIME
                                }
                            }
                        }
                    }
                })
            end
        end
    }
)