Maxwell's equations for electromagnetic waves seem to imply electrons are moving to make the changing electric and magnetic fields. It seems like electrons are the medium for these waves.
It seems that waves propagating through a vacuum is one reason any sort of medium is ruled out by most people. However, the vacuum has some matter, electrons, plasma. Also, light is a plane wave. The field of a plane wave does not drop off with small distances relative to the size of the wave. So light can reach out as far as needed to get enough electrons to propagate.
The evidence that photons are particles and not waves does not seem conclusive. In fact most people seem to believe in wave/particle duality and use wave solutions most of the time. The seeming quantization of energy may just be due to matter absorbing and giving off quantized amounts.
Lorentz and Maxwell seemed to be thinking that the particles for electricity and magnetism were the same ones for electromagnetic waves.
To me this idea is appealing. The world would be more sensible if this were true. So I hope it works out.
I have written up some more on it at the following URL but (as per rules) am willing to argue the idea here.