Then setup a bootable USB thumb drive OS installer following this guide How to create a bootable macOS Sierra installer drive You’ll need to down load it from here How to upgrade to macOS Sierra Jump down to Step 4 for the URL link. The best thing here is to upgrade to Sierra as being the best macOS for your system.
Yep - You have a problem! Apple has not maintained the older versions of OS-X/MacOS like Lion within Internet Recovery service.
