A 5 mm screw in a red plug (5.5 mm) is too coarse, up to 4 mm is recommended; if the screw is too large, it pulls the plug southwards and the expanding function fails.
8 mm brown plug is better for 5 mm screw, or even better plugs from Essve, Hilti, or similar with barbs, then it holds. If the lamps you mention weigh almost nothing, then red plug works, but reduce the screw size to 3.5-4 mm.