Ok, good to know. Well, critical to know hopefully!
Are all of the LED lights in the proper orientation? Most are polarity sensitive, so do not work right when inserted one way, and work fine when turned 180 in the socket.
I wonder what the blue light is? The blue light on most vehicles is the high-beam indicator. On Broncos the high-beam indicator is red, which is a confusion to many who are used to the blue lights of others, and where red means something very bad.
Either way though, they should not come on with the key.
More details please...
What is the modern drivetrain? Is it a computer controlled vehicle where a blue light might have been added for a Check Engine Light?
Or is this up at the top and center of the cluster where the high-beam indicator is? Perhaps it's more purple-ish than blue-ish? That is common for the LED conversion kits where there is a blue bulb behind the red lens.
Of course, the red lens can be removed first and you would see blue.
At any rate, I can't think of a blue light on a stock dash, so we're still at the early stages of our playing Sherlock Holmes to your wiring.
Sounds like we need every detail you know.
Did you buy it this way, or did you build it? If so, do it yourself, or have it done? Or a little of both?
Definitely some bleed-over between systems that are not supposed to, which means that only you can finally find it because we're out here and can't see what's going on.
Do you have all the grounds that a modern system needs? There is the main one from the battery to the engine block, then there is the smaller one from the battery to the body, then the ones you add. Which should include at least one from the back of the engine to the firewall so the body and dashboard have a better ground.
The headlights are supposed to get power all the time, along with the brake lights which take their power from the headlight switch.
The turn signals are only active with the key in ON or ACC.
Flashers have power all the time.
When the 4-way flashers are flashing, putting your foot on the brake stops them from flashing. That's normal.
When the turn signals are flashing in one direction, only the brake light comes on in the other side. Normal also.
I don't remember what the turn signal switch does when the hazards are flashing, but probably nothing.
Anyway, give us a few more details about how the two wiring systems were married, or not married together.
It's harder to diagnose a custom than it is a factory setup, but luckily some things have similar symptoms no matter what.
Just haven't found that yet.
Paul