Yep, either rack support and/or steel/alu fenders.
You think alu mudguards would work without support?
I have Mud Butlers (v. similar to the velo orange hammered guards) and I reckon they'd be stiff enough to support a light. Not tried it, but they are pretty rigid.
@scottparsley started
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Yep, either rack support and/or steel/alu fenders.