By Father of lights he means God. By lights, according to Theophylact, he means either the angelic Powers or those men who have been illumined by the Holy Spirit.
Dionysius the Areopagite begins the first chapter of The Celestial Hierarchy from this saying of the divine James. He adds that the same good gift descending upon us from the Father leads us back up to union with the Father, who draws all.
There it unites us with His divinizing unity and simplicity, as a power that makes one.
In the second chapter of The Divine Names, he calls the Son and the Spirit lights. They have the Father as the principle and cause of Their hypostases.
He says: "Likewise, that the source of divinity is the Father, and that the Son and the Spirit are offspring of the God-bearing Divinity, if one may speak thus, shoots of the divine growth, as it were flowers, or supra-essential lights, we have received from the sacred sayings."
This saying of James is found in the prophet Zechariah, as the divine Maximus, interpreter of Dionysius, explains. Many other theologians also understand by the lights of the Father the Son and the Holy Spirit.
"With whom there is no change, nor shadow of turning."
Why does he say that God the Father is the cause only of good, and not of evil? Because, according to Saint Metrophanes, He admits no approach whatever of any change or alteration in His incomprehensible essence.
If change were supposed, then both good and evil would be given to us. But this is impossible. God is unchangeable in essence, as He says through the prophet Malachi: "I am the Lord your God, and I do not change" (Mal 3:6).
By "shadow of turning," he means that one cannot even suspect that there is in God any trace whatever of alteration or change.
Saint Metrophanes interprets it thus: "The phrase 'shadow of turning' is wonderfully fitting for the incorrupt and single ever-existing divine essence.
"It clearly shows that not only can God not suffer change toward the worse, but it is impossible even to think of a subtle form of change. This is impossible in God. 'But Thou art the same'" (Ps 101:28).
Cyril of Alexandria also cites this saying: "Here he says clearly that the word 'from above' means 'from the Father.' Since he knows nothing else that surpasses creatures except the ineffable nature of God, he properly assigns this 'from above' to it.
"For everything else lies under the yoke of servitude. God alone is above subjection to anything and reigns over all. Therefore He is, in the true sense, 'over all'" (Commentary on John, book 2, chapter 2).