Some remarks by Matt on that topic shure would be enlightening.
Kadri have you tried spotlights outside the atmo already?(spaceships or so)
And maybe one could try a sun as lightsource for headlights or in a lighthouse?
But,I assume we would encounter the "light through" effect perhaps.
Maybe worth a try.
There are other issues,too,especially in conjunction with transparency.
For example:lets say you have a rectangular frame with glass panes,
like an aquarium,but with colored
glass.Now put a lightsource,which is
set to be visible,into that aquarium and hit render.While rendering you'll
see that lightsource as a bright disc,but as soon as the colored panes
are rendered there's no more visible lightsource,only the shine of the
emitted
light.You can still see the inner backside of your aquarium,
but not the visible lightsource.
And the light shining through your colored glass will be white and not of
the color of the tinted glass.But that's a different story.(Missing volumetrics
for water related,I'd guess.)