Hello,  I was having the exact same issue. I was able to solve it today by going directly to Dell's website and downloading a driver. You can find the driver update on the AW610M drivers page. I installed the AW610M firmware update from December 2021. Now the lights are working and I can also change settings in AWCC (Alienware Command Center). Hope this helps!
The lights on my AW610M stopped working suddenly on this out of warranty m15 R3. I think this may have happened after a Windows update but not 100% sure of this. Interestingly, the lights on my AW920H headphones had stopped working too at the same time. A full uninstall and reinstall of the AWCC didn't fix anything. But, when I reset the headset to factory defaults, the lights came back on and are now working as usual. The same reset on a the mouse didn't fix the lighting. Thoughts on what else I could try?
m15 R3, AW610M, lighting stopped working