  We report the low-temperature electronic and magnetic properties of the
alkali metal-organic solvent intercalated iron selenide superconductor
Lix(C5H5N)yFe2-zSe using muon-spin-spectroscopy measurements. The zero-field
\muSR results indicate that nearly half of the sample is magnetically ordered
and there is a spatial phase separation between the superconducting and the
magnetic fraction. The transverse-field \muSR results show that the temperature
dependence of the penetration depth \lambda(T) in the mixed state of
Lix(C5H5N)yFe2-zSe can be explained using a two-gap s+s-wave model with gap
values of 6.82(92) and 0.93(7) meV. This implies that the symmetry of the
superconducting gap in this system remains unaltered to the parent compound
FeSe even after the intercalation with the molecular spacer layer. We obtain
\lambda (0) = 485(21) nm at T = 0 K.
