Finely dice 1 small stalk celery and mince 1 tablespoon parsley; add to a medium mixing bowl with 5 ounces crab, 1 teaspoon grated lemon zest, 2 teaspoons lemon juice and 2 teaspoons olive oil. Season to taste with salt and pepper and set aside.
Thinly slice remaining 3 stalks celery and add to a medium bowl with 2 tablespoons chopped parsley leaves, 2 teaspoons red wine vinegar and 2 teaspoons olive oil. Toss to combine them season to taste with kosher salt and pepper.
Heat oven to 450ºF (232ºC) with rack set in middle position; set a 12-inch cast-iron skillet on rack to preheat in oven.
Meanwhile, melt 8 tablespoons butter for hollandaise in a small saucepan over low.
Once skillet is preheated, remove and transfer to stove top over medium-high heat. Pat steaks dry with a paper towel and season with salt and pepper on all sides. Add 2 teaspoons vegetable oil to skillet, swirl to coat, then add steaks and sear for 3 minutes (don’t move them!). Flip and continue cooking steaks until browned on second side, another 3 minutes.
Transfer skillet to oven and continue cooking, flipping after 3 minutes, until steak is cooked to desired doneness—2–4 minutes for very rare, 4–6 minutes for rare (120–125ºF; center will be red and soft), 6–8 minutes for medium-rare (125–130ºF; center will be pink yet firm), or 8–10 minutes for medium (135–140ºF; center will be light pink and very firm). Transfer steaks a plate; tent loosely with foil, and let rest while making hollandaise sauce.
Process 2 egg yolks, 1 tablespoon lemon juice, ¼ teaspoon salt, and pinch cayenne in blender until frothy, about 10 seconds, scraping bottom and sides of blender jar as needed. With blender running, slowly add hot butter and process until hollandaise is emulsified, about 2 minutes. Adjust consistency with hot water as needed until sauce slowly drips from spoon. Season with salt and extra cayenne to taste.
To serve, place steaks on plate, top with crab salad and spoon hollandaise sauce over top. Serve with celery salad on side.