Once the negative leads are all soldered you can focus on the positive. Take three lengths of wire about two feet long and mark one end of each with the type of light it will control, i.e. the running lights, brake lights or turn signals.

About 6" up the wire, use your wire strippers to expose a small bit of the wire and then tin it. Start with the running lights and hold your wire up to the top running light LED. Expose another strip of copper where the wire would connect to the next running light LED and tin it as well. Repeat this until you have a strip of copper for each of the running lights.
Then clip the positive lead on each of the running light LEDs about 2mm and tin them. Proceed to solder the wire to each of the running lights.

Repeat this for the other LEDs and the other piece so you have something like Figures 6 and 7.

Now that all of your LEDs are soldered together, take them out of the 4mm price and lay them aside. Take one of your 2mm pieces and clamp it to the back of a 4mm piece but do NOT glue it. With the pieces firmly clamped, sand the edges until they are flat and smooth using your dremel tool or sand paper.

Once the edges are sanded, you can also sand and/or bevel the edges around the holes. To bevel them, take a large drill bit and using your hand, gently twist it on the front of the hole so that it takes the edge off but doesn't dig into the hole and start making it wider. Use your Xacto to clean out the inside of the holes if there are any little pieces of plastic floating around in there.

Repeat for the other peg enclosure.

Unclamp the two pieces and get out the sheet of styrene. Measure the length of the 4mm piece from top to bottom and add a couple of millimeters.

Then put the LEDs back in your 4mm pieces and hold the 2mm backings behind the LED leads just so that the leads are a millimeter or two away from the 2mm piece. Measure the distance from the front of the 4mm to the back side of the 2mm piece. For me it was about 25mm.

On the styrene sheet, draw two rectangles using the measurements that you just took. These will be the sides of the enclosure. Cut them out by scoring and snapping with the Xacto knife. Repeat for the other peg.

With your sides cut out we're ready to glue. Clean off the edges of the 4mm piece and apply a thin layer of glue to one of the curved edges. Lay the 1mm thick side piece on the edge of the 4mm piece and mold it to the shape of the S curve and use the clamps to keep it in place. Let it dry for 15 minutes or however long it takes for the CA glue to cure.

Then repeat the procedure for the other side of the piece, gluing the side panel on, molding it to the curve and clamping. Repeat for the other peg.