I think in the context given, i.e. church architecture, skylight is right; a specific type of skylight that usually is at the top of a dome, & is shaped like a lantern, but much bigger. See example here:
http://vamonosalbable.blogspot.com/2015/05/la-linternilla-de... However, linternilla is also used in its perhaps more etymologically correct meaning, i.e., a little lantern, typically metal-framed with glass faces, using a candle or something similar for light. Something to hang or put on a table on the patio, maybe. See examples here:
http://eydsys.com/casa-armida/index.php/iluminacion/linterni...