Copy the lights instead of instancing. For light fog, make sure that light fog is duplicated independently of the light because when you duplicate a light, its light fog is not duplicated with it.
To create a light
By default, the light is added to the center of a scene.
To set light options before adding the light to the scene, select Create > Lights > .
(You can make a one-time change to the default options of a type of light before you add the light, or you can adjust the options to change the way all subsequent lights you create look and work. )
A light’s default options determine how the light affects the scene and whether or not it casts shadows, but you can (and typically do) change most of these options on a per-light basis by adjusting the light’s attributes (see Adjust light source attributes).
For a description of the light options, refer to the following: