The Indicator Switch LEDs can be both a status indicator and a toggle and are found below the Page buttons.
The blue LEDs below ORB, A, B, and ARP indicate whether the feature is enabled or not, and double as a toggle to enable/disable them.
The LED below MAIN is an indicator only and will be lit up when a parameter changes from its default position.
When LED below FX is blue, it indicates that effects units are in use. Clicking on it will turn it red, which will cause all the FX units in a part to be bypassed. If the LED is off, it means no FX units are enabled in that part.