I added a searchlight to my Gladiator during last customization (haven't updated load out in custom thread yet). I also thought that the Shadow Hawk also had a "fluff" searchlight.
You are correct. Both the Shad and Griffin have a searchlight on top of their heads.
The Locust has a searchlight as well (one tries to find Cassie Suthorn with it in one of the Victor Milan novels). No, I don't know where it actually is. IMO it it's supposed to be some of all those extra arm "gun barrels". The thingie over top of the Vulcan's head is a searchlight. The Crusader has one has well, since there's no possible weapon mounting there:
The Thunderbolt SORT of has one. There's one in the Dougram art; a lens in the CT:
And Mauve Wolf activates her Thunderbolt's searchlight in the novel "Wolf Pack". However, like 10 pages later, she laments that her Thud doesn't have a searchlight. I'm going to say "no" on the Thud, because of the fluff conflict and because I can't find any BATTLETECH-specific art of the Thud that has that CT lens as an actual lens. It's always painted red or brown, instead.