Since you are running Docker, it's most likely Home Assistant's auto discover being blocked by a firewall or port settings or something else along those lines. Make sure the container's network mode is set to host, and then you have one of two options. You can either manually add the bulbs (not familiar with LIFX but I think it is done by IP address in the "add integrations" part of the devices menu) or find what is blocking the auto discovery so it will find the bulbs and other devices automatically.
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Here's my settings for network

If ypu can see anything wrong please let me know, I'll have another Google and see if I can find the issue
Just learned last week that Docker can't receive UDP traffic unless you forward it explicitly. If the bulbs use UDP for discovery, that would be your issue. Try the host networking mode
From my searching, there should be a checkbox called "Host Network" that you can tick in order to put the container into host networking mode.
I think it's this setting here. Under network do I just write host

Seems I was off the mark, as TrueNAS does things differently than pure Docker. According to this thread you need a bridge network and/or to convert Home Assistant to a TrueNAS custom app to get the host mode checkbox.