You are either missing bulbs (or they are burnt out) in the Check Engine and Low Coolant positions. The low coolant could be the connector on the bottom of the coolant tank is disconnected (or the magnetic switchinside is stuck).
You don't have Pass Key in a police Caprice. There won't even be a bulb in the cluster.
The interior lights are probably disabled from the factory. You have to connect the white wire to the plungers in each of the door jambs to make them work properly.