Lack of shifting pattern and climate control lights, along with fan speed switch light could be burnt out lamps. There are little light bulbs that go into here. These are lamp #2721, which are 12V, 1.2W

The RR window problem sounds like a short in the door harness, since the symptoms change depending on whether the door is open or closed (broken wire or shorted to ground, depending on the door's position).

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'98 E300 DT
'87 190D 2.5 turbo RIP
'92 S500 Sold
'03 3.2TL-S A-Spec