Renderotica

So first off I think you're over thinking it or making it much harder than it is.
It is a good practice to load shells in the order they would be in.

Basic Load order:
1. Load Figure
2. Select Figure
3. Load Graft
4. Apply Skin Textures (or just quickly run Mat Copy a 2nd time later)
5. Run Mat Copy
5. Load Shell
- I like to Load any additional grafts and shells I plan on using at this point, running Mat Copy, and Shell Fix on Shells as I go.
Pro Tip: If your scenes are repetitive, like pinups, then load up a single starter scene as a template and then reload it to create new scenes.
6. Select Shell
7. Add Shell Color or Effects.
8. Correct Mats and Shells Offsets as needed.

You have the Figure (lets say a Table or Person), the Material or Texture (Wood or Skin), then a Shell (Lacquer Polish, or Sweat), And maybe more shells used (layers of Paint, Mud, Makeup, or Blood).

Headlights, each nipple is a Graft, the Mat Copy matches the skin material of the figure, the Shell has additional color and fine details. You'll want all 3.
The headlights shell application script is in the same folder as the grafts (or should be if installed properly).
The Scene Tab has a search bar. You can use it to find any shell node labeled shell in the scene by typing shell in.

Some items most commonly makeups or hierarchical skins with makeups will have imbedded shells. To make matters worse and they aren't always labeled as "shells". So spot check as you work and try and be mindful of your load order.
However, sometimes loading a graft may just bug and break a shell transparency. Things can get even weirder when you use Geometry Editor Tool and then move a figure.

Thankfully Meipe's Shell Fixer works in most cases on multiple shells and is a staple in my scripts menu. Just be careful not to use it with the figure selected.

How shells work is it'll add all surfaces from the figure to the shell, with most shells the vendors have the basic figures surfaces to turn off automatically. Third party products surfaces are not turned off and as there is no surface information they default to white on the shell. Most Shell fix scripts are set to turn off these extra non mapped surfaces added to the shells. 

 

So in your case where you are adding the MAT Copy to headlights but not the shell, the Wet shell is still going to add the headlight surfaces to the Wet shell, so your best option is going to be copying the Wet shell Torso surface and pasting it to the added surfaces for Headlights on the Wet Shell (You may have to play the wet shell's shader settings on the added headlights surfaces)

Not to the headlights shell. (Technically unless you are using Headlights' shell to recolor or resize the nipples/areola area, it is not needed) On the wet shell there should be surfaces added that are named the same as the Headlights surfaces, copy and paste the wet shell torso surface to those added surfaces (Again you might have to change the base shader on those surfaces, depending on what the added surfaces on the shell defaults to)

 

I think you're misunderstanding. When the Wet Shell is loaded it should add additional surfaces to the Wet Shell to cover the surfaces of the grafts. (Should be something like Headlights.......and Golden Palace Labia Minora, Golden Palace Anus, Golden Palace Torso as examples) you'll want to copy the Wet Shell torso or body surface and then paste to the Graft Surfaces that were added on the Wet Shell. You don't want to mess with the surfaces on any other shells, only the surfaces on the Wet Shell you are using, and you'll want the wet shell's offset to be the highest level, as you want the Wet Shell on top of any other shells included.

 

None of Meipe's grafts automatically will load the shells when you load the graft, you always have to load shell separately (And personally with Headlights and Breastacular I will often just rely on the Graft Material Copy script, rather than the shell, exception being with big areola gals as the additional settings from the Milkaiser expansion with large Areola and shell mask/fades just look better than a BT with just Mat Copy)

 

No the shells turning white is due to the shells (Any and all on the figure) not having texture information for additional surfaces added to the shells when other grafts are loaded. Basically since as example the Headlights surfaces added to the Golden Palace Shell has no texture information it defaults those Headlight Surfaces on the shell to white, basically the Shell Fix Scripts are just an easy tool to turn off the white un-textured surfaces on the shells. By Daz's preference there should only ever be one Geo Shell used on a figure, and that should cover all surfaces and all added grafts, the use of several shells to add textures or overlay detailed textures on a graft isn't how Daz intended the Geo Shells to be used (Which is why even though the community has requested the shells issue be fixed daz has no plans to fix it because the additional grafts surfaces are meant to be added to the shell, and it was never meant/expected users would be using half a dozen shells on the figure, so to Daz everything is Working as Intended)