How to add lemon flavor to scallops with fresh lemons?
Add the lemon juice at service, either in the serving dish or on the plate.

Your first 2 methods will probably end up with most of the juice in the steamer water underneath.  

For 3: meat doesn't really soak up flavours quite as much as you'd expect when marinating - plus whatever is on the surface will again mainly end up back in the steamer water.