You've asked the right person here, Bill. With two 940 wagons I've definitely skinned a few hands trying to get at the taillight bulb holders over the years, especially the top and bottom bulbs. Even if you get the holders out, it's a pain to reinstall them in the proper orientation, also avoiding wiring that gets in the way and contact fingers getting caught up on each other. Being able to see what you're doing is as big a probem as skinning flesh on the sharp edges of body cutouts.

If you can't do it in the first couple of tries then it's totally worth removing the entire taillight assembly for proper access. It's also a good opportunity to clean things up, such as dirt around the foam rubber gasket. Just make sure when you button things up that the gasket is aligned and well sealed.

You need a 10 mm deep socket (1/4" preferable) to get over the long threaded studs. I use a nut driver along with a short and longer 1/4" extension. It's so simple I can now work blindfolded in the dark. You need to keep a finger on the back edge of the flanged nut as you remove and reinstall it over the tip of the threaded stud so it doesn't drop down into the body crevices -after a couple of times you won't forget, I promise. You will need to remove the side storage well panels for access to the lower nuts through the double holes in the body metal. If you don't have a deep socket set then you can buy the individual socket, either way totally worth it. Doing it with an open end wrench or a shallow socket in pliers isn't at all convenient and you'll be skinning yourself again.

As for the 3rd taillight housings, in wagons they shouldn't be hard to do. They slide more or less straight up without too much effort, pinching them in firlmy at the sides and rocking them a bit side to side. On that same topic in wagons, I had occasion to replace the rear glass (a small, sharp fragment of rock flung by my lawn mower -lesson learned there never to have the shute pointed anywhere important). The replacement glass was set in urethane tape, not the orinal thick butyl gasket, so there's now a 1/8" gap around the 3rd brakelight housing that reflects light out the side. My quick fix is filling the gap with a sticky ribbon of black butyl caulk, available in spools in the glass/insulation section of better hardware stores. I use that butyl caulk in a number of places, such as waterproofing holes, caulking old rubber grommets/seals, tacking wire bundles neatly out of the way and holding down interior plastic panels and trim where the fastener has snapped or gone missing or the plastic has cracked. It remains flexible and can be peeled open at any time with minimal effort. Just keep the sticky butyl fairly hidden so it doesn't attract too much dirt and hair.
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Dave -still with 940's, prev 740/240/140/120 You'd think I'd have learned by now