Rob! I just tried something that worked for me. Alright, so apparently this is common knowledge and you may have already tried it, but this is what was wrong.
First make sure you've downloaded the latest version of ELS, easy mistake to make!
Second, if you have, check the vehicles that you downloaded. Inside of their respective folders is a file, ie; police.xml and it's about 5kb.
Third, that file is not meant to go into the same folder as the models do. It is meant to go with the ELS. So navigate to your installation folder, then to ELS and then to pack_default. You'll want to place all the .xml files for each vehicle in that folder.
The reason for this is apparently the xml tells ELS what to do with as far as the lights go. I hope this fixes your issue, it definitely did mine.
--- Additionally for you Rob ---
Download a visual effects mod such as Radiance V to enhance the brightness of your lights because even if you do get them working, they will still look bad without that mod.