The most common and most likely answer to this crossword clue is the 3 plus 5 letter word GAS LAMPS
I've seen this crossword clue in The Guardian
G
A
S
L
A
M
P
S
More clues leading to the result GAS LAMPS
Buddy explains!
The straight part
We know that "They make light/They make light" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case they make light/they make light = gas lamps.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.