As flight mike mentioned, it's likely just low idle and not a real problem. I fly the goose a lot on my virtual airline and when the engines are idling low it is common and normal operation for these lights to come on. If you are taxiing or at low rpm settings on the ground, the lights will illuminate. When you are doing the run up and testing the constant speed props you should see the lights go out as the power comes up. Note: If it is the generator light warnig illuminated, then you need to switch the generators on, on the overhead panel. All warning lights should be off prior to commencing the take off run.
BTW there are no engine fire warning lights on the goose. The usual indicators are a long steady stream of thick black smoke and flames pouring out of the engine cowl accompanied by the audible warning of screams and hysterics by your passengers. 😉
As for the game not ending, that is a different issue, and not related to the lights. I know my old computer had problems in exiting the game and I had to take drastic measures to get the darned thing to quit. Of course once you taxi to the ramp, fuel or whatever, the game will continue to run indefinitely until you exit it. Perhaps this is what you were reffering to? I sometimes leave the game running on short hops to allow for refuel, loading, unloding, pilot bathroom and coffee break needs, etc. prior to making the next leg, more realistic, and the flight times are more correct.
Clear Skies my friend love that Goose! One of my favorites in FSX.