The lamp under discussion, Cateye TL-LD1100, can be seen here
http://www.sjscycles.co.uk/cateye-tl-ld1100-10-led-opticube-rear-light-prod10788/ together with the fixings that come in the package.
This was the best rear lamp for bicycles for many years, period, until the BUMM Toplight Line Plus came along. It is still the best flashing lamp in the world, as the German lamp has no blinkie mode. A flashing mode is essential during the day as an attention-getter, and at night is a bicycle identifier to drivers. This one offers better than 270 degrees of visibility, besides being brighter than anything short of a Dinotte. I use the Cateye TL-LD1100 together with the BUMM Toplight Line Plus day and night: when my bike rolls, all the lamps are on. Below are some photographs of the setup, taken in daylight. Notice in particular in the third photo, taken from the front, that there is a pulsating red glow being cast forward from the Cateye; that's excellent near-360 visibility.
The two black buttons on the endcap (see photo top of post) control the different settings on each row of LEDs, so that each row is individually controllable. There are steady on and several different flashing modes. To replace the batteries, the end with the two control buttons is removed. It doesn't hinge open, it removes completely, and is then unattached to the main lamp.
This is what causes the trouble. The cap is held in by tension between some plastic clips, and these are not up to rough roads.
There is no fear that the innards will spill out, because the plastic separation strips around the batteries hold them very tightly. Instead it is a pain to change the batteries, a task for which snipe-nose pliers make themselves very useful to grab the plastic and pull it to start the battery moving outwards.
But if the cap is gone, a pair of lost rechargable batteries will be the least of your worries, because the lamp will be useless.
I don't remember how many of these lamps I've replaced because the caps were lost on my rough roads, but I do remember that these lamps were still EUR 55 (well over forty quid, seventy dollars) each time I bought a new one when I started tying a tiewrap lengthwise between the buttons and the bobbles for the LEDs before tying the lamp to the back of my rack with two vertical tiewraps, thus tightening the cap-holding tiewrap further. Since then I haven't lost one.
But a tiewrap between the buttons holding the cap on makes the use of the seatpost clip impossible. However, I see no reason why you shouldn't cut a length of fairly wide tiewrap somewhere from the flat, unridged section, and glue it at one end onto the back of the lamp and at the other onto the cap's slanting edge where it points to the ground, rather than at cars, with a bit of loop in between for twisting the cap off when you need to change batteries (about every 200 hours if you use it as a blinkie -- it's a very economical lamp!).
Congratulations on buying a Really Useful Bicycle Lamp. The rest of you might note that Cateye has stopped making the excellent TL-LD1100, and buy yours while you still can. SJS has stock for thirty quid; definitely worth it.