If the engine functions completely accept lights it may be a loose harness connector. Or the PCB Ground source for the lights. They all use common ground, and the Fets control positive voltage to the LEDs. So if the common ground is gone, no lights. Broke wire, bad solder joint, or the connector not fully seated at the board.
If steam, the ground come through the drawbar along with other signals from the tender board. So if other functions not working on engine the drawbar connections are also in play. G