Lighting work on the mill is always a problem. Somewhere I picked up a small tripod head. I mounted it upside down to the bottom of the depth stop rod on the mill. I attached a steel plate where the camera would have attached so that I could stick one of those wonderful freebie Harbor Freight lights to it.
Of course, the head can be adjusted to point the light anywhere. Another benefit is the fact that, moving with the spindle, if pointed at the end of the drill/endmill, it will always be pointed there regardless of the z-motion of the tool. Besides it makes a really handy place to store the detachable light which can be used for finding dropped tools, etc.