Hero animation.

Hello! As far as I remember, you need to have an animation called "cast" in the AnimSet list. The easiest way to add it (but not necessarily the most ethical, in terms of compatibility with other mods) is to go to the AnimSet Cavalier-arena in your screenshot and copy-paste the animation called "specability." Rename the copy to "cast."
By the way, you were lucky that the attack animation looks the way it should; heroes usually have problems with that too.

And another question about SetCombatLight: should I specify the script name as indicated here, like in the screenshot?

I don't remember, but it seems that it is specified according to the same principle as links from the script to any resources. Like this:
[function]("/[path to resource]/[resource name].xdb#pointer(/[resource type])")

It's a bit cumbersome, but that's how it works...
A specific example for videos would look like this:

StartDialogScene("/DialogScenes/TestMap/Ds1/Dialog-Scene.xdb#pointer(/DialogScene)")