Best connection you could make is with a qualified electrician!
In a 2 way 2 light set up, one ceiling rose will have 2 live (brown) wires - one from the second of the 2 way switches and the other going to feed the second light/ceiling rose. There will be a minimum of one but up to 2 or even 3 neutral (blue) wires in each ceiling rose. All the lights in the house will have their neutrals connected together and ending up back at the consumer unit. The neutrals are "looped in". How many there are at each ceiling rose will depend on the position of other lights in the room/house. (i.e. a light in an isolated spot -such as the attic, will most likely only have one neutral as there are no other lights near by that could be looped into it). There is no "loop" wire - just earth, neutral and live. Earth terminal should be used if the light fitting is metal - even if you are using a double insulated non-metallic fitting, the earth terminal in the ceiling rose will still have an earth connected to it (1.5 mm2 - not the flex).
If one light isn't working (and assuming the obvious that bulb is OK), there is possibly a neutral disconnected - this can be checked with a non-contact type voltage detector e.g.Fluke (must be for the correct voltage range) to check if you have mains voltage at the live terminal of the light which is not working.
To add to your confusion (although if you didn't mess with the 2 way switches, this should not be relevant) there are 2 "strappers" which are both live (brown) running from one 2 way switch to the other.
This can be a confusing enough situation for someone who does know what he/she is doing.
Best advice is don't mess with this yourself - get a qualified electrician!
J
February 2008