Thanks to Daniel, as always.
@roslyn251254: Well done! I have solved all the clues (though I can't confirm my answer to 20A) and I think I have 5 of the unclued lights, but the penny refuses to drop. The title is no help (yet).
@maurice: The 8 unclued lights can be arranged as 2 groups of 4, each group being associated with a word which does not appear in the grid (but is probably somehow related to the title). It is unclear whether the "associated words" are associated only with their corresponding group of 4 unclued lights, or whether they are also associated with each other.