Agree. The dance is a submissive thing. That's normal behaviour. They may go through phases of this, but as Tim said, so long as the male is not getting badly damaged, just leave them to it, and it should pass.
Not sure about the lights thing. It's possible that the whites going off is seen as time to find a place to sleep. Mine often sleep in different anemones (I had one, but it split and I've kept them both).