I work in a body shop.
I have sanded LOTS of scratches out of plastic headlights.
headlights aren't "clear coated" but they have a special THIN coat of a UV inhibitor coating similar to clear coat.
you can sand and buff like you did. and the shine will last for a while, but the headlight will yellow pretty fast if you don't regularly re-buff or apply something to repel UV rays.
when I do my own headlights that look shabby. I sand the big marks, if there are any, out with 600 grit, then 800, then 1200, buff, then clean the compound residue and clear coat with a 2K clear coat.
if there aren't any big or deep marks start with 1000 grit.
you don't have to sand out ALL of the chips, just most of them. the clear coat will fill in the small marks.
also the headlight plastic is about 1/8" thick. if you sand to much you will weaken the plastic and it will spider crack easily from rocks hitting it.