I'm new to Fords, been a long time Jeep Grand Cherokee man, and GM car guy.. I wanted to ask about your lights, ya said they stay on when you remove the key.. Does your Expedition have the message center deal? (again, I don't know jack about the various years/options) - If so, there is a setting I know to set the length of the headlights to remain on after you stop (IE remove key, close doors, lock em, etc).. Maybe that's just set to the max? Or do you mean like, they stay on alllllll the time.. Have you tried various headlight switch positions as well? IE, not just in the auto-lamp mode? Light-wise, those seem like possible causes.
The interesting part was about the other warning lights coming on. Generally if there is a short, it would only affect one or a few related systems, such as say, fuel gauge bouncing down to empty and back up (which I actually had that short on my Jeep once), or other related issues.. I wouldn't think two random things like 4x4 light and wiper fluid low light would be 'near' each other anywhere where one short would affect both systems. Are the fuses near each other? Perhaps water/moisture got into the fuse box or something? Or again, since I really don't know much (just trying to help by throwing some ideas out there) maybe all that crap rides together in one electrical harness and is in fact shorting out somewhere!
Let us know what ya find.