normally there is just one light there - looks like it's been converted to LED's as the standard bulb is a ford only part

for those to come on immediately and not go off after 10 seconds indicates a permanent fault, rather than something intermittent like a sensor/ring gear.

check that all sensors are plugged in and check the resistance across each sensor by removing the multiplug from the ecu and opening it up

what does the pedal feel like during driving? if normal, then it indicates that the pump is fine and getting up to pressure. presumably you hear the pump come on when you go to key position 1 for about 10 seconds, switiching off when it achieves pressure?