@xin chen I'm glad to see you were able to resolve your issue. Thanks for posting your solution so that others experiencing the same thing can easily reference this. Since the Microsoft Q&A community has a policy that the question author cannot accept their own answer, they can only accept answers by others, I'll repost your solution in case you'd like to Accept the answer.
. . Issue:
You don't want the * sign to sound, so you have set up a custom lexicon, but the synthesized speech doesn't seem to take effect.
. . Resolution:
You have resolved this issue mainly by uploading custom Lexion files in Speech Studio, as Speech Studio has a built-in strict Lexion file verification program. If the file format is incorrect, the upload will fail, and the report information can be downloaded to adjust the Lexion content. After successful upload, it indicates that the Lexion file is correct.