I was having the same problem too. What I did was to place xml file in the pack_default folder as well as in the @UNUSED folder and it worked. You can also try placing the vehicle files in your latest patchday folder. I hope this works for you too.
Try this: when running the lights, press the down arrow button on the D-Pad on your controller (I use an Xbox One controller), It should toggle through the siren modes. Hope this works for you.