I have found diagrams to wire one light to two switches, or separate switches for separate lights. Does anyone know how I should wire two lights to one switch, if I have the power coming to one of the lights?

You need either 14/3 or 12/3, match the size going to the first light, going from light 1 to light 2. Connect the white wires together, the hot and 14/3 black wires together, and the ground together. The red wire goes to the 'hot' screw on the lights. Pigtail white wires to 'neutral' screw on lights.
From light 2 to switch you need 14/2 or 12/2 - again match size above. Use either black tape or marker and color the white wire black. Connect the blackened white wire to red wire and light 'hot' screw in light (use pigtail).
At the switch, the black wire goes on 'hot' or common screw. Blackened white is on the other side.
What you are doing is providing hot lead directy to switch from breaker. Blackened white and the red wires carry 'hot' from switch to lights. Switch does not need the neutral, so you can use the white in 14/2. Blacken it so everyone will know it is now hot.
Good luck