I have a multimeter. The only thing I can measure is resistance across each lamp, and across both lamps in series. Neither shows current flowing ("infinite" resistance), but since the lamps work fine separately, that's not much to go by.

The only voltage comes from the generator, of course, and I've already explained that both lamps work perfectly fine when connected to the generator one at a time.

There is no short (the lamps are separated by air and a dry cotton shirt only).

I even tried connecting them to a stable DC source at 12 V, but still no light.

Dual lamp setups are pretty common, so I expected more people to reply here. Perhaps this is a bad subforum for this - touring or long-distance cycling could be better.