If your certain the car was ordered without the rally cluster, and you have a rally cluster, there is a way to change a non-rally wire harness to the rally. It's a very simple wire swap on the plug for the instrument pod. I think the brown wire needs to be moved to a different pin location on the plug. Search the archives, I know the info is here. Also remember, the correct sender units are needed for the factory gauges to work properly.

Both front and rear side markers are on the same circuit ans the front and rear lamps, not the brake or turn signals. As stated by others, check the adjustment of the brake switch for the lights staying on. If the side markers and front/rear lamps are staying on with the switch off, there may be a faulty light switch.