When you bought those headlights, did you order the "warning canceler"? You're getting Check Control messages because the car expects to see different lights. Both the headlights and license plate lights will cause CC messages to be shown. Don't worry about the interior LED's. They won't cause any CC messages.

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2003 E53 3.0i
DOB 10/15/2002
Sienna red, Savannah Beige Dakota leather
Type FA53, Engine M54B30

2018 G02 30i
DOB 4/21/18
Black Sapphire Metallic / Canberra Beige Vermasca leather
Engine B46O