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You can get a clip from B&M that mounts to the saddle rail and sits on back of saddle.
https://www.sjscycles.co.uk/lighting-spares/busch-muller-rear-light-saddle-mount-adapter-50-mm/I'm in the process of designing a 3D printed mount for the rear of a Gilles Berthoud saddles (which have two threaded holes on the backplate) which gets it nice and high, and not in the way of a saddle bag if that is on the rails.
Thanks for the replies, I think eventually I'm going to get a saddle bag support / rack so it could go on there. I should probably wait until I've got my bag and rack set up finalised before worrying about the light.