I am not sure about the LEDs will check later
HE0 (D9) is for the first extruder heater
The fan for the extruder / hot-end should be hardwired to the power supply according to the manual.
From the Manual
"Cut and strip the two wires from the electrical box fan. Strip the two
wires from the hotend fan. Insert these wires into the remaining
positive and negative terminal. If there is ever a need for access to
12v, use these terminals.
P.S. @csorrows Should that be 24v?
Try this first. This is how I have my FT-R1 setup.