There is DOT certification, but USDOT only certifies manufacturers as being competent and trustworthy to produce road-legal automotive light assemblies, not the assemblies themselves as being road-legal. That's why the presence or lack of a DOT marking on a specific light assembly means virtually nothing.
Incorrect. USDOT does not certify anyone or anything. The manufacturer or importer of a vehicle or regulated piece of equipment is the party who certifies that the vehicle or equipment meets all applicable provisions of all applicable requirements. There is no requirement for any particular testing or other procedure before such certification is made, but the certification comes with full legal liability. It is entirely up to the manufacturer or importer to do whatever testing will satisfy himself that the device or vehicle actually meets the requirements. It is a
self-certification regulatory regime in North America, and always has been. This is in contrast to a type-approval regime (e.g. Europe, Japan, China) under which government-accredited technical service agencies test a submitted device or whole vehicle according to the applicable regulations, and if it passes they grant a type approval, and
then the device or vehicle is legal for sale.
Presence or absence of "DOT" on a lighting device is more complicated than your understanding. On a headlamp (and only on a headlamp), the "DOT" marking is the manufacturer's certification that the headlamp is compliant. There are other markings required on various kinds of headlamps -- sealed beams have to have their type designator (2B1, 1A1, LF, etc.), replaceable-bulb headlamps have to have their bulb type (HB2, D2R, etc.), and visual/optical-aim headlamps must have their aim type (VO, VOL, VOR). No marking is required on any other lamp or reflective device; marking "DOT" on a fog lamp is permitted because fog lamps aren't federally regulated, and marking "DOT" on a taillamp is permitted because any non-mandatory marking is permitted, but it doesn't mean anything. There are SAE function markings which, likewise, are not required but are permitted to be there. The idea is that the taillamps, turn signals, etc. are covered by the manufacturer's statement of compliance, found on the driver's door or doorframe, which reads "This vehicle is certified as complying with all applicable Federal Motor Vehicle Safety, anti-theft, and bumper standards in effect on the date of manufacture shown on this label".