Depends what you mean by guards van lamp, the handlamp carried by the guard or the lamp fitted to or carried by the van.
If it's the former, the loco lamp is similar to a handlamp only a lot bigger with a fitting to slip over a lamp iron rather than a handle at the rear. Yes they burned paraffin, but very early lamps would have burned colza oil, a form of vegetable oil, before the large scale extraction of petroleum oil. EDIT a minority of railways here used acetylene loco headlamps; Tralee and Dingle, Schull & Skibbereen, possibly others.
Lamps were either bought in from a specialist contractor or made in-house in the railways own workshops. Inchicore would have had a sheet metal shop and would have made most of the loco and handlamps from scratch themselves.
The outer cast iron lamp cases for LC lamps and signal lamps were cast in Inchicore, the lamps that went inside these were a bought in product as far as I know. LM&RS (Lamp Manuf & Railway Supplies) London were a big supplier of these.