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Answer: We start with what one should/can do when he has time. The main place for Shabbat candle lighting is the place of the Shabbat meal (Rama, Orach Chayim 263:11). If the homeowner is lighting there, there seems to be little point to add on. The Shulchan Aruch (OC 263:7) says that if a guest has no place to light or person lighting for him, he should become a partner in the homeowners’ lighting, a practice rarely done these days. The Mishna Berura (263:33) cites a Magen Avraham in the related context of a guest on Chanuka, that if a guest relies on the homeowner (especially regarding food, which is very common), he has no obligation to light.
However, if the guest has a room entirely set aside for his purposes, he has an obligation to light there (Mishna Berura 263:31). From this it follows that you should have lit in the place you were sleeping, which many poskim prefer (Shemirat Shabbat K’hilchata 45:8; Chovat Hadar p. 95), and is the prevalent Sephardi minhag (see Yalkut Yosef, OC 263:20). The Ashkenazi minhag is to light with a berachawhere they eat, although it is hard to justify the minhag when the homeowner has already lit there (Tehilla L’David 263:7; see Kavod V’oneg Shabbat p. 11 in the name of Rav M. Feinstein).
(While poskim often discuss the bedroom, common practice assumes that it is anachronistic to light in the bedroom. The point of light in a bedroom is to not trip over things (Mordechai, Shabbat 294), which takes away from tranquility in the home. Nowadays, few people feel tranquility with a candle in their bedroom. Rather, they find an electric nightlight, light from the hall or the window, etc., to be preferable to a candle. In many ways, electric lights remove the need for Shabbat candles. However, we assume that the Rabbinic mandate of a flame still adds honor and extra festive light to Shabbat (see Shemirat Shabbat K’hilchata 43:171, in the name of Rav S.Z. Auerbach; Yalkut Yosef, OC 263:8). If one is sleeping in another’s house, lighting a candle in the normal place where they light adds honor and can be used upon returning from seudat Shabbat. Certainly, when the homeowners have not shown you a secure place to light in the bedroom, one has no halachic right to assume permission to light there and endanger their house (see Shemirat Shabbat K’hilchata 45:3).)
If one lights before leaving his home or the place he is sleeping, he must ensure he will get benefit from the light on Shabbat. The suggested way is for the candles to last until one returns (Mishna Berura 263:30). This was apparently not feasible in your case. If it was already starting to get dark, you might have been able to receive benefit before leaving for Shabbat by doing an activity in a way that the candlelight made it more pleasant (Shemirat Shabbat K’hilchata 45:8). This works if the wife accepted Shabbat at that time (i.e., she did not need to do melacha afterward), so that she has "Shabbat benefit" even before nightfall. Those Sephardi woman who do not always accept Shabbat with candle lighting (see Yabia Omer II, OC 16) would need to intend to accept Shabbat early this time.
Bemare Habazak - Rabbis Questions (567)
Rabbi Daniel Mann
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210 - Lighting Candles When One Needs to Leave the House
211 - Filling in a Copy of the Ketuba Late
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