Hopefully its not the fuses.
Well, you can do a small test.
Go to single player - and make a small replay for us.
Type 3 in the chat box (so we can see what key that you're going to use), and then press 3 to turn on the lights. Pressing 3 will turn on the lights (headlights + brakes lights will turn on, but not as bright as when you brake).
Type 9 in the chat box and then press 9 to turn on the hazard lights.
Shift to reverse gear (to check the reverse lights).
Save replay and upload as an attachment and we'll have a look if they seem to be working.
And, are you using a current LFS version? i.e. Patch 0.5 Z or Patch 0.6 B?