Heavens - set fire to a window (8)

I believe the answer is:

skylight

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'window' is the definition.
(I know that skylight is a type of window)

'heavens set fire' is the wordplay.
'heavens' becomes 'sky' (sky is a kind of heavens).
'set fire' becomes 'light' (I am not sure about the 'set' bit.).
'sky'+'light'='SKYLIGHT'

'to a' is the link.

Can you help me to learn more?

(Other definitions for skylight that I've seen before include "Window in a roof or ceiling" , "Attic window" .)

I've seen this clue in The Daily Express.

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