I’ve never seen a light holster, seeing how many dive knifes I’ve found putting them in sheaths doesn’t seem to work either :(
I found a nice UK light in Roatan with clip that apparently missed the D-ring, on the last dive of the trip I found the owner, he hadn’t reported the loss to the dive shop, if he had he could have gotten it back sooner.
My primary light is mounted on my camera. My back-up is in a BC pocket.