OK, well you do have a small problem right off the bat. That battery holder has two 1.5V cells in series. In series, voltages add which means it wants to supply 3V to the 1.5V lights.
If you tested it on something else and found it working, I can only surmise what the problem might be. I am going to make a guess that the very high gauge (thin) wires are presenting enough resistance that when the potentially very large load (it the 100mA@1.5V in the specs is to be believed) is causing so much of a voltage drop the the battery just can't provide enough current.
The very short version of that is, the battery isn't appropriate because of the wires on the case. (If I am right). I will take a quick look for a readily available plug-in solution for you. There won't be anything more dangerous about it, it would still only provide the correct voltage and current. The high voltage all stays at the other end.
If you tested it on something else and found it working, I can only surmise what the problem might be. I am going to make a guess that the very high gauge (thin) wires are presenting enough resistance that when the potentially very large load (it the 100mA@1.5V in the specs is to be believed) is causing so much of a voltage drop the the battery just can't provide enough current.
The very short version of that is, the battery isn't appropriate because of the wires on the case. (If I am right). I will take a quick look for a readily available plug-in solution for you. There won't be anything more dangerous about it, it would still only provide the correct voltage and current. The high voltage all stays at the other end.