Im no expert so if this doesnt work, you will have to wait for someone like @Kallus Rourke to help you.
-Make sure you have the XML file set up properly
-So say now, you downloaded a car model for POLICE2 slot. Make sure you use that exact same ELS file that you downloaded with the car
-Make sure the xml file has the same name as the car youre using. So if youre using a POLICE2 car the xml file has to be called POLICE2
-Make sure you placed the xml file inside the pack_default folder and not the @ UNUSED folder. (thats what i did when i started playing LSPDFR and i only had the siren sound)
-The default keys for ELS are: J K L and G for the siren. Press J once for code one, twice for code 2 and three times for code 3. (in case you werent aware of those keys)
-In OpenIV, go to ASI Manager and uninstall ASI Loader and OpenIV.ASI and then click install again to reinstall them. Then open up GTA V again and see if it helped
- Press the Scroll Lock key on your keyboard. (while in game)
-Some models need carvations.meta and other files to be edited in order for the lights to work (i think?), not sure if thats the case with your model, make sure you checked the readme document attached to your car
- try downloading this:
Thats all i can think of, sorry if i didnt help
Edit: you could also try downloading a new car model.
EDIT2: Thats really important and i forgot about it, make sure your ''Post FX'' AND ''Shader Quality'' settings are set on high or above. (you can find them in the GTA V graphics menu.