Lightning port as video out

There are no MacBook, MacBook Air or MacBook Pros with a Lightning Port.

Lightning ports are only available on iPhones, iPads, iPod Touches, and the Siri Remote for Apple TV (used only for charging)

Recent MacBooks have USB-C ports which are also Thunderbolt 3 ports and can in fact output video.

A Lightning to VGA adaptor will not work with these ports. You would need a USB-C to VGA adapter if you want to connect a 15 pin VGA monitor or projector to it: USB-C VGA Multiport Adapter - Apple

If you really have Thunderbolt 2 Ports, then yes, you can use Mini Display to VGA adapter with them.

You need to be especially precise when talking about adapters. There is no MacBook Pro model that features a Lightning adapter. Lightning adapter is used on recent iPhones.

What model MacBook Pro do you have by year, early mid late, and screen size and processor speed?

ThunderBolt-2 provides Mini DisplayPort directly as a subset of its signals when you plug in a Mini DisplayPort device (Display or Adapter).

A projector is just a special case of a second display.

In general, you need to accomplish any conversions required in ONE adapter, and "stacking" adapters is rarely successful. The so-called 'conversion' of a ThunderBolt-2 port to Mini DisplayPort does not count toward your total of one.