Let $R$ be a ring and let $M$ be a left $R$-module. Then a linear recurrence in $M$ is a sequence $(x_n)_{n\geq 0}$ in $M$ for which there exist scalars $r_0,\ldots,r_d\in R$ such that $$x_{n+d+1} = r_0x_0 + \cdots r_{n+d}x_{n+d}$$ for all $n\geq 0$.
A lacunary subsequence of a sequence $(x_n)$ is a subsequence along an arithmetic progression: i.e. $(x_{pn+q})_{n\geq 0}$ where $p\geq 1,q\geq 0$.
Question: If $(x_n)$ is a linear recurrence, is the same true for every lacunary subsequence?
Specifically, I'm trying to prove this in the case where $R=\mathbf{Z}$. It seems to be "well-known" in the case where $R$ is $\mathbf{Z}$ or $\mathbf{Q}$ or $\mathbf{C}$ and $M=R$, but I can't find a proof. It's very possible that the proof in those special cases is essentially the same as for what I'm asking.
One reduction is to work in the submodule generated by $x_0,\ldots,x_d$, so WLOG $M$ is finitely-generated. So if $R$ is a PID then we know it is a sum of cyclic modules. So if we can prove it in the cyclic case, then we know the lacunary subsequences in each component are all linear recurrences, and then hopefully that means it's true for $(x_n)$.
So basically there are two lemmas if you want to prove this over a PID.
Let $(x_n)$ be a sequence in $A\oplus B$ and write $x_n=(a_n,b_n)$. Then if $(a_n)$ and $(b_n)$ are linear recurrences in $A$ and $B$ (resp.), then $(x_n)$ is also a linear recurrence. Use induction to get an arbitrary number of summands.
Prove the main question in the case where $M$ is cyclic and use Step 1 to get any finitely-generated module.