I keep the light and the magnifier separate. I use store-bought (inexpensive) reading glasses for magnifiers. I like to use stronger magnification for scrolling than I use for reading, but that is personal preference, pick the magnification that works best for you.
For lights I use LED sewing machine lights like these EVISWIY Sewing Machine Light LED Lighting (30LEDs) 6 Watt Multifunctional Flexible Gooseneck Arm Work Lamp with Magnetic Mounting Base for Workbench Lathe Drill Press 2 Pack Silver - Amazon.com (also inexpensive). They are light-weight and clip on the side of the scroll saw arm with magnets.
Like Occam's Razor, the simplest solution, or maybe the least expensive solution, is often the best solution.