As BBW mentioned, there are some ships which do not have lit versions. The following ships have both lit and dark versions available in GWX (both original names and GWX names are included, as well as designation):
Passenger Liner [PPL/LPL]
Transport (Passenger/Cargo) [NPTR/NPTL]
C2 Cargo (Medium Merchant) [KLS/LLS]
Coastal Merchant (Tramp Steamer) [KSQ/LSQ]
T3 Tanker (Large Tanker) [OTMS/LTMS]
Small Coastal Vessel (Motor Vessel) [NF_boat_1/NF_boat_L]
Tug Boat [NATF/NLTF]
There are also lit versions of the Small Merchant and Small Tanker which have been released by Anvart, but they weren't completed in time for GWX. Also, Hospital Ships and Light Ships should always be lit, but Light Ships may be Allied sometimes.
Any other merchant not in that list will always be darkened, even if it is sailing under a neutral flag. So be sure to check the flag of a darkened merchant first before firing.
