yeah, they're very messy eaters if they can't fit whatever it is you're giving them into their mouths whole. if they can its fine, if not they shake it violently in order to get it into more manageable pieces, which of course scatters bits of food all over the place. particularly messy if you're still giving it live food--blood and fish scales everywhere, entertaining as all hell, but not very cleanly. best is to get him over to uncooked shrimp ASAP, problem is lion fish take awhile to get used to it.
as to lighting, they're nocturnal, so like aggie said, doesn't really matter.
i have a dragon wrasse and a snowflake moray in with mine, and they all get along just fine. well except that the dragon is a pig and will try to steal the moray's food right out of his mouth, even after he himself has been fed.