Postal insurance is almost useless for items becoming damaged. You would know if the lights became damaged during shipping, based on the quality of the packing job provided. USPS will only refund for damage if the packing job was more than sufficient, and proof of this is needed with photos during the claim process.
If you paid with a credit card you need to dispute the charge, they will just have you ship back the lights and issue a full refund, you pay return shipping. Make sure to get a tracking number.
Always pay for online purchases with credit cards, the rewards programs (cash back, miles, etc), and added security for situations like these are not beatable. Go the Paypal route if possible first, they only give a 45 day dispute window. If it is a dead end, hope you paid with a credit card, just call the number on the back and they will take care of you.
Been selling on eBay for a living for over a decade.