Just before getting to the login screen, I get to see an error which says something like “Failed to connect to lvmetad” or similar. I cannot fully read it because it disappears too quickly.
I looked into all logs available in the System Log Viewer but cannot locate this specific error log.
Any ideas where I could search for it?
It is harmless message. Read this.
Thanks! So I am not going to worry about it further. 
Still, in which file can I find this log?
Hello. General message and system related stuff /var/log/messages, kernel logs in /var/log/kern.log, system boot log in /var/log/boot.log. If you want go deeper to it, check this.
Hmm, still no luck to find it.
orschiro@x230:~$ cat /var/log/messages
cat: /var/log/messages: No such file or directory
orschiro@x230:~$ cat /var/log/kern.log | grep lvme
orschiro@x230:~$ cat /var/log/boot.log | grep lvme