Lit particle materials are not yet supported in the plugin's marketplace version.
We are a bit stuck on this subject because we don't benefit from Unity's rendering pipeline.
However, we are working on a new "custom shaders" feature, allowing users to write their own shaders in hlsl/glsl.
These new custom shaders will have the capability to recover particle fields as streams, allowing users to create more complicated shaders.
You could imagine a scenario in which the global light's position would be recovered directly from the particle fields, and then used in the custom shaders.
Additionally, in the next version of the plugin, a "Global light" will be exposed in the plugin settings, and you will be able to tweak this global light by scripting (Position, color, ...).
This GlobalLight will then be used to light particles.