Has this been tried does anyone know?

As im using DCC it makes life easier as you can use the outputs on the decoder. but if on normal DC you can use the pickups. then i would drill through to next coach with two wires for the next lighting. I would prob use something like the dapols lightbar, or you could make your own up.

All my 101's and 108's have in coach lighting fitted by the method GWR Kris suggests, I drill holes between the coaches, use on of the mirco connectors to join the coaches together and the lighting is driven off the power car decoder.  Have done the same with my Blue Pullman as well.

I don't use the Dapol light bars as they are expensive but buy the led lighting strips off eBay and cut to length, 6 lights is enough for each coach, I also use an additional dropper resistor on each strip otherwise they can appear to be too bright.

I looked at it for my BachFar 101, but the circuit boards for the decoders run much of the length of the coach.  Putting the lights under them, they're very visible through the windows at too low a level; above, very little light makes it around.  I think it needs have have the boards removed and the decoders hard-wired, but I'm scared of hacking it up...