Well first , what are the specs on the lights....operating voltage, amp draw, etc, etc...?

They probably draw more than what can be supplied through the receiver port(s) when the servo is under load.

I would wire them directly to the ESC connector via a switch so they can be powered directly from the 2 cell LiPo.
Or
Install a small 2 cell 1500mah pack and wire it directly into the lights.

Again, this all depends on what the specs of the lights are.