There is a "joke" photo in "Project: Cancelled" showing a Lightning with a Sidewinder mounted on its Red Top rail. However, it was put together as a joke by some RAF ground crew, not a serious project. There were though, serious studies about mounting a Genie nuclear Air-to-Air missile on the Lightning. Apart from that, the only air-to-air weapons which it actually carried were Firestreak and Red Top.
"An AIM9L Sidewinder air-to-air missile fit was mocked up on a Lightning in 1982,
bu its integration (which would have provided a significant increase in capability)
was not approved. Nor was it ever equipped with a radar warning receiver. "