1. Could be for the 4WD switch, though not sure on that generation of YJ.
2. Looks like it's for the A/C pump.
3. I've always believed this additional light to be for the hard top defroster/wiper controls, unless your HVAC controls don't light up, then it plugs into the right side of it, from behind.
4. Sounds like a connection issue. Check all of your connections.