Aftermarket gauge lights, where to connect?

Any orange wire. Look in the fuse panel, the end fuse marked "inst." This stands for "instrument" lamps, and comes FROM the dash dimmer. That circuit is a bit of a trick. The headlight switch has TWO power sources..........

1....Unfused power runs ONLY the headlamps, and there is a breaker in/ on the switch

2....Fused power runs the tail, park, and instrument lamps. That goes through the dimmer on the switch, out on tan, down to the fuse panel to the "inst" fuse. Then distributes to all dimmer controlled lamps on orange wiring