One unclued light, defined by the title, is a word that can be divided into three words; each of these defines each of three of the other unclued lights.
Across
1 Unsteady in yard, thrust backward (5)
10 Mixture of metals in roof really worked (10, hyphened)
14 Check sun and tide (5)
15 Terms of reference put back (5)
16 Repeated eccentricity suppressed with removal of king (6)
22 Direction to release soft pedal set down in note (8, two words)
23 Denial? One among many concepts (7)
24 Call containing anonymous smear (4)
25 Robust address in hearing (4)
29 Perfect substance, seaweed, eaten by fishes (8, two words)
32 Inviting fan round over and over (6)
34 Worry about right level (5)
35 Bury artist without personal assistant (5)
36 Trendiest version of the pips (7)
37 Dejected chief, giving up resistance, admitting racket (6)
39 Fine tin’s mixed with unknown compound (9)
40 Part of pamphlet heralding oblivion (5)
Down
1 Twisted peg, undoing engine component (10, two words)
2 Account supporting endorsement, not against patriarch (5)
3 Minister in a company in retreat (6)
4 Refuse to arrest complete saint (7)
5 Most barren ground for old robber (10)
6 Rebuked, having raced round circuit (7)
7 Welsh sign for ladies (5)
8 Viciously acidic, stop ignoring a blind spot (9, two words)
9 Cheat with appeal for thing of no value (4)
15 Goes over bar, climbing (6)
17 Surveying instrument showing sign of error with building material (10, hyphened)
19 Predict glee, dancing with good star (10)
26 Vain types for example sit so casually (7)
28 Incautious, filled with energy, not tired (7)
30 Work taken up with spice...
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