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.

In addition to the great recommendations above, I'd point out that I'm not sure it's possible to replicate the flavor you had with griddled scallops plus lemon when you are steaming them. While you wouldn't think this would matter (lemon is lemon, right?), the grilling process involves oils, browning, and probably a bit more salt; the lemon gives a great acidic contrast to that. That's why fresh squeezed lemon is a common addition to things like fish and chips, for example. The lemon juice itself is providing a lot of the effect, and squeezing it on immediately after cooking means you get a bit of lemon oil for aroma as well.

Steamed scallops won't have that browned flavor, nor the oil, and thus lemon will serve a different purpose. It still can go well with them; but it's a completely different taste - it's a fresh, springy taste, probably with notes of seawater if they're fresh scallops, and while scallops do have oil in them, it's not rendered, so it's a softer taste.

In that case, the lemon serves more as a complement to the aroma; you need a lot of zest and lemon oil to get that aroma, as opposed to the juice. The acid may or may not be helpful, depending on your opinion on fishiness; if you object to fishy taste, then the acid will be quite helpful in cutting it (my wife uses it that way). For me the juice is less important, as I like fishiness (to some extent), and mostly just need the zest. But either way, it's a different thing than the griddled scallops, and the effect won't be comparable (although still quite good!).

To add lemon flavor, try a sprinkle of finely grated zest. Be careful, a little goes a long way. My favorite tool for zesting is a microplane. Watch out for wax coating on lemons - choosing organic lemons might be your best bet.

At end he squeezed fresh lemon on them, and I could taste fresh lemon in scallops!

You recall he squeezed the juice at the end, but 2/3 of the methods you tried involves adding lemon very early in the cooking process, and the 3rd method has it added still while it is cooking. The reason you tasted fresh lemon is because the lemon had just been freshly added. You lose a lot of what makes lemon juice taste "fresh" when you cook it. Add it after you're done cooking, or serve it with the scallops as @Tetsujin mentions. You can follow the other advice of adding zest, but again, if that is added while the scallops are cooking it won't taste the same.

Flavor is really best when you can reinforce that flavor with multiple layers. Lemon flavor changes when it is cooked. The zest and juice are both distinctly "lemony" and both have their own unique flavor. Also: make sure you're salting your scallops before you steam them. The human sensation of taste depends on the presence of salt.

To make simply steamed scallops with a noticable lemon flavor, try adding lemon at more than one stage:

• Reserve some zest from a lemon, and some lemon juice together in a bowl before you start. After they are done steaming, and are plated, drizzle them with the lemon juice.
• Add the rest of the lemon (juiced lemon half, unjuiced lemon half, etc) to the steaming water. Use just enough water to steam, not too much. This helps make the steam be more lemony, so you can steam the scallops in the lemon-scented steam.

While you're steaming the scallops, you could also try grilling/griddling some lemon. Cutting a lemon in half and placing it cut side down on a griddle until the end browns, then use that for the finishing lemon juice. This will change the lemon flavor some (I find it a little sweeter, less acidic), but I find it also makes the lemon flavor a bit more lemony.