Rebuild the searchlight. It needs a little more space to accommodate a standard LED.
I left one wire looking like a cable, and used the brass rod forming the pintle mount as the other connection for the circuit.

 I put the LEDs in brass tubes. This mostly stops light scattering through the plastic. I suggest that getting a pipe cutter (maybe from a plumbing supplier) is best for cutting brass pipe. The bevelled ends on the headlights are a bit trickier. I drilled out a scrap of wood so that the pipe fit in the hole. Then used a hacksaw. The wood stops the pipe collapsing as you saw it. There is still a fair amount of clean up required with needle files afterwards.
The bevel on the headlights helps to hide the LEDs from some angles of view, and helps them to project light cones.

I used the whole interior of the Rhino as a battery and switch compartment. The back door and top hatch are magnetised for access.

The paint on this model came out insufficiently metallic for Iron Knights.

Third Company Tactical Squad Cygnus can see where they are going.

The searchlight gives a high angle, which casts decent shadows.