It is estimated that only 5% of archival holdings are digitized. Here are places to look for materials about Lexington history. You can email contacts at these institutions to see if they might have materials related to your research topic; then make an appointment to research in person at the archive.
Lexington Public Library - Kentucky Room
In addition to searching resources online you can contact them to see if they might have additional materials on your research topic.
University of Kentucky - Special Collections Research Center
Fayette County Online Records - Fayette County Clerks Office
In addition to the large institutions listed below, there are many small museums and libraries around Kentucky that may have information on your topic.
Kentucky Historical Society (Frankfort)
Filson Historical Society (Louisville)
Kentucky Department for Libraries & Archives - KDLA (Frankfort)