I don't know about the rest of the lights in the truck but as far as the dash lights and open door dinging: When I pulled my dash out a few weeks ago, I noticed that when I unhooked the harness from the back of the dash cluster the dinging stopped and the lights went out on the cluster. I don't recall the rest of the dash lights going out. There are two harnesses on the back of my cluster. It's a 2004.

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2004 XLT 4.0 4x4, 3" PA body lift, 32" BFG M/Ts, Dick Cepek DC-2 wheels, Euro tailights, self-painted headlight mod, NAV/DVD/XM/iPod stereo (Pioneer AVIC-D3), Line-X, Westin step bars, AVS bug shield and window vents