One can also give explicit high-rank counterexamples using special orthogonal groups of quadratic lattices over $R$ with non-degenerate reduction, and we can also arrange that $R$ has $K$ as its residue field (likewise for Jason Starr's examples).
Now we can give explicit counterexamples over discrete valuation rings $R$ containing an algebraically closed field $K$ of characteristic 0 (and even with $K$ as its residue field). Letting $\mathfrak{m}$ be the maximal ideal of such an $R$, consider a quadratic lattice $(R^n, q)$ of odd rank $n \ge 3$ with $\overline{q} := q \bmod \mathfrak{m}$ non-degenerate over $R/\mathfrak{m}$ such that $\overline{q}$ is isometric to $q_n$. There is no infinitesimal obstruction to lifting an isomorphism between non-degenerate quadratic spaces $(M,Q)$ and $(M',Q')$ over a $\mathbf{Z}[1/2]$-algebra $A$ (indeed, the Isom-scheme ${\rm{Isom}}(Q',Q)$ is an ${\rm{O}}(Q)$-torsor and hence is smooth since $A$ is a $\mathbf{Z}[1/2]$-algebra), so $q$ becomes isometric to $q_n$ over the completion $R' := \widehat{R}$. Thus, $L := \mathfrak{so}(q)$ is a counterexample (using $\mathfrak{g} = \mathfrak{so}_n$) provided that $q$ is not homothetic to $q_n$ over $R$.
Now writing $n=2m+1$, observe that the ring $$S := K[t_0, \dots, t_{n-1},v_1, \dots, v_{n-1}]/(v_i^2 + t_0 v_i - t_i)$$ satisfies $S/t_0 S = K[v_1, \dots, v_{n-1}]$ (in which $t_i = v_i^2$), so $t_0 S$ is prime in $S$ and $S$ is normal (e.g., by Serre's criterion). Thus, $R = S_{(t_0)}$ is a dvr and $$q = x_0^2 + t_1 x_1^2 + \dots + t_{n-1} x_{n-1}^2$$ over $R$ has reduction isometric to $q_n$. To show that $q$ is not homothetic to $q_n$ over $R$ it suffices to prove that $q$ is even anisotropic over $F = {\rm{Frac}}(R) = {\rm{Frac}}(S) = K(t_0, v_1, \dots, v_{n-1})$. This anisotropicity is "obvious", and is rigorously proved by induction on $n$ (allowed to have any parity) or perhaps in other ways too.
That $R$ does not have residue field $K$. But consider the field extension $K(\!(t_0)\!)$ of $K(t_0)$. This has countably infinite transcendence degree, so we can find elements $t_1, \dots, t_{n-1} \in K(\!(t_0)\!)$ algebraically independent over $K(t_0)$ that are all 1-units. Thus, $X^2 + t_0 X - t_i$ has a root $v_i \in K[\![t_0]\!]$. Thus, the ring $S$ above can be found inside $K[\![t_0]\!]$, so the restriction to ${\rm{Frac}}(S)$ of the $t_0$-adic valuation on $K(\!(t_0)\!)$ is a discrete valuation whose valuation ring $R$ contains $S$ (it is not $S_{(t_0)}$!) and has the same fraction field as $S$, and has residue field $K$. Clearly $q$ makes sense as a quadratic form over $R$, and as such it does the job (by the same anisotropicity argument over ${\rm{Frac}}(R) = {\rm{Frac}}(S)$!).