Okay this one is tricky I will try my best to explain it to you, first you need to be friends with Zero that the easy part now the second part is a little bit more difficult here a step by step guide for this
Step 1: Have paranormal research at 400/1000 before night 6 to unlock Magic shop.
Step 2: Buy magic Necklace
Step 3: In Night 7 choose VIP room
After you done all three steps then Lexy the shark will be unlocked.
After that a certain night both zero and lexy will ask you for some fun and then that how you unlock the zero and lexy scene.
And here what it looks like 