The issue is happening again.  Rather than this fix, just SHUTDOWN (not restart) and then power on and the LEDs will work.  Contacted DELL support and they were not helpful at all. Seems to happen only when the PC is in sleep mode for several hours.  
Referring this 2019 thread = 17 R5, power button led not working Same issue here but with different model m17 R5. Followed your instructions and it worked until the system resumed after sleeping. Lights worked while sleeping but on resume, power light and alien head on lid stopped working. Did a "shutdown" and lights are back on.  Issue seems to be something to do with resuming from sleep. I'm reaching out to Dell support and will advise if there is any longer term fix.
m17 R5, lights not working