All keys and LEDs work. (note that the PN and FN keys do not have LEDs - this is true of all KBT Pure Pro boards)
Actually, not 100% true. Left fn lights up if you enter the fn+z programming mode. Right fn lights up with fn+rightctrl. Pn lights up with fn+rightshift. True on my pure pro, at least - can take pics if you don't believe me
True in the sense that afaik there's no way to have those on 100% of the time. Also on mine, left fn, right fn and pn have white leds instead of matching the rest of the board.