In order to wire up the LEDs so that they work when the doors are open is get into the festoon lamp (the one in the ceiling which goes on when the doors open), then attach a cable to the positive and run it towards the back of the head unit.
Then split that 12V cable into the two neons positive cables (not necessarily the one without the stripe so check it) then earth the other cable coming from it.
I have done a similar thing but mine is from a separate 12V source and the switches are in the center console as seen here:

as for the dashlights on the guages, go grab some blue led lights and pop them in, Ive got mine done in red but haven't got a pic, but i can give you advice on how to get to them.