Reddit mentions of RAYOVAC Sportsman 22 Lumen 3 in 1 Headlight with 3 AAA Batteries, SPKHL3AAA-BA

You're asking a very broad question while looking for specifics, making it very hard to pinpoint an answer. I'll give my advice on bug out bag items.

The bag itself - Should be a solid backpacking bag. Keep it light enough that it's manageable. For a very fit individual, the max weight should be your body weight divided by 3. Most of us are not that fit, so adjust accordingly. It should have hip support, well stitched straps, several compartments and a way to attach things to the outside (molle webbing, carabiner loops or exterior straps). Should be weatherproof.
Water - Depends entirely on your location. I live in Canada - Land of lakes and rivers. I wont need to carry a ton of water all the time. I've got a sawyer squeeze as my primary water filter. The collapsible water bottles it comes with work great for water storage as well. Wife and daughter carry a lifestraw as backups. We have some iodine drops as well.
As far as water carrying devices go, i find nalgene bottles work great. Theyre light and strong, and come in various sizes. A canteen is great if you want to use it to cook over a fire. Its not a bad idea either to have a large (5 litre+) collapsible water container. They're plastic and light. I havn't used mine extensively enough to recommend.
Sharp Things - I've got a Kabar as my primary fixed blade. It's tried and true. Good metal, full tang. I've got a leatherman wave multitool. Carry it everyday on my belt. Super handy. I should really add a 3-4" folding knife to my pack as sometimes the kabar is too big, and the multitool is hard to clean.
I also carry a Cold steel shovel. I looked into folding shovels, and they didnt seem reliable. Moving parts means they're more likely to fail. I haven't used this one extensively, but the few times i have tried it, its done an excellent job. If your pack's too heavy, put this one in your car.
Food - Your typical protein bars, dried rice/bean mix, snickers, small jar of PB, oatmeal and dehydrated fruit. A small bit of olive oil packs a ton of calories and adds flavour. It's good to have a small container of salt and pepper, or other spices to add flavour. You can grab MRE's or those mountainhouse dried meals, but theyre expensive. If you regularly buy pepperettes or jerkey, stick some in your bag and rotate it out when you buy it next. Multivitamins can keep you up if youre not getting a ton of food, but dont rely on them. Bring any meds you need, as well as tylenol or aspirin.
Hygiene - Pack a couple rolls of TP. Toothbrush, toothpaste, deodorant (chuck if too much weight), wash cloth, soap, soap for clothing, feminine products (if applicable), couple garbage bags (can separate dirty clothes), wet wipes, lip balm, hand sanitizer. Sun screen and bug spray in small bottles.
Clothing - Carry at least 7 pairs of good socks. Some warm ones if the location's cold. Extra shirts, underwear are essential. Pants/shorts and sweater are optional (besides whatever you're wearing). Stick your clothing in a waterproof sack. Try to keep only clean, dry clothes in there (no airflow + damp = mold).
-Paracord and rope
-Carabiners
-Sewing kit
-Tent patching kit (if you have a tent or a tarp)
-Tarp (who saw that coming). Doesn't have to be massive. Just know how to set it up to keep you dry.
-Fire Source. Have many. Lighters are cheap, stash away a bunch (7?). The lighter leash is awesome. You should be able to find that cheap at a corner store. Storm matches, for when its rainy. I think these are what I got. You can light them in any weather, put them under water, and they'll still be lit. Not a bad idea to carry regualr matches in a waterproof container. Firestarter packets are great. I just soak cotton balls in Vaseline. Flint and steel is cool, but only useful if youve exhausted all other fire starting methods.
-Super Glue
-Safety pins
-Zip ties
-Light. Hand crank flashlight is awesome. If you have a battery powered one, carry spare batteries. The mini maglite has a belt holster. Those small LED flashlights are great too. Grab a few glowsticks.
-fork and spoon
-emergency blanket or emergency sleeping bag. Only useful if you're SOL.
-poncho
-sleeping bag for your location. If its warm you don't need this. Can use a hammock or sleeping pad. Try and keep these small as they take up a ton of space.
-Compass. Useful if you have a map.
-Map of your location/where youre going.
-Signal mirror and a good whistle.
-Fishing supplies. I've got an emmrod. You can put a fairly small cheap reel on here. I've got the shimano ix2000. It casts a pretty good distance. Hooks, weights, bobs etc. Can all fit in small waterproof containers or camera film containers. Dont forget line! Mines already on the reel. A fishing vest gives you lots of little pockets to keep things in arms reach.
-First Aid kit. There's extensive lists online depending on how large you want it. Some gauze, band aids, polysporin, burn cream are a good start. Try and build it yourself, don't buy the gimmikey premade ones. Keep yours in a waterproof Tupperware container.
-Tiny roll of Gorilla Tape
-Games. Some dice and a deck of cards go a long way. Don't underestimate the value of laughter. If a sudden collapse ever happens, these might save you from depression.
-Headlamp. I've got this rayovac one (i think). Seems easy on batteries and has lasted a few camping trips. Haven't put serious use on it tho.
-Eating equipment. A mug and a small plate go a long way. A folding pan goes a long way, but is heavy. I would love to learn to use a pressure cooker over fires.
-Handkerchief or travel kleenex
-Bandanas. 3 of them.
-Bungee cords can be useful, but they run the risk of snapping and taking out an eye.
-Ziplock bags are handy. Keeps a lot of small things organized and dry.
-Pencils, Pens, notepad/book, sharpie.
-Hatchet is useful, but heavy. Take one if you can. The sven saw is awesome and hasn't broke on me yet.
-Spare pair of glasses (if applicable)
-Some sort of firearm is almost necessary. I don't have one yet, but i was planning on a 10/22 takedown. It's small and easy to pack. Bullets are light. If you need more stopping power than a .22, you're in a heap of trouble. Guns are not my specialty (can you guess), so ill leave it up to you
-In lieu of a firearm, you could grab a crossbow. If that's still too much, a good slingshot will do great.
-phone booklet and address's. In case your phone craps out and you cant charge it.
-A small windable clock is great. A solar watch is better. I think thats the one i have.

All this stuff is useless unless you know how to use it. Do your research, take some courses. Learn the necessary skills to survive, because that's what's really necessary. I like Les Stroud's (survivorman) book Survive!. Learn to tie knots, fish, hunt, forage, fight, build a fire in all conditions, etc.
If you have questions on the use of any of the above items, ask away. Any advice or suggestions, I welcome those too.

Here's a few things I've bought off Amazon that I've been really happy with:

Minus33 Merino Wool Day Hiker Sock

Magnesium Fire Starter

Bahco 396-LAP Laplander Folding Saw

Sawyer Products Mini Water Filtration System

Morakniv Companion Fixed Blade Outdoor Knife with Carbon Steel Blade

Nalgene Translucent Wide Mouth Bottle With Blue Lid

Outdoor Products 3-Pack Ultimate Dry Sack

Rayovac Sportsman 22 Lumen 1AAA Headlight

Adventure Medical Kits Adventure First Aid 2.0

Suunto M-3 D/L Compass

Here save yourself the trouble next time.

Oh, and remove the battery and make sure it's dry. You're fine.

This one is even cheaper