David L Smith, in his fascinating books about the G&SWR inn Scotland, wrote that in the 1920s a crew running after dark suddenly recalled a remote station thereabouts they should stop at, found they had run past it, and backed up. Nobody about, passengers or staff. "Just a candle in a window", they reported. This actually describes the difficulty of stopping at a remote station, on a dark and rainy night, when the platform is scarcely lit, the train has no headlights, and there are no other lights around. A distant signal or similar might be appropriate, but they seem not to have been always provided.
Last station gas lights I recall were at Dunstall Park, first stop out of Wolverhampton Low Level. We had just bunked Oxley shed and were now heading to Tyseley. Probably 1966. The station had likely had no renewals of anything since nationalisation.
Last oil-lit one I recall was Yeo Mill Halt, Taunton to Barnstaple line, to the end like this. It had no staff and no services at all - electric, gas or water - so oil lamps were the only way. There were a few oil lamps on the approach path as well. Although the guard of the last train was supposed to put them out I believe they would often delegate this to a responsible alighting passenger known to them; country folk then knew what to do with oil lamps, as their cottages nearby likely still had the same.