After testing, I can conclude the following.
1. Fog rear lights and reverse lights will not light up the dash warning for blown bulb even if LEDs are used. So no need for load resistors on those
Any LED aftermarket bulbs can be used, the brighter the better in this case.
2. Blown bulb or LEDs in rear indicators do not light up the dash warning, instead they trigger the diagnostic mode for the flasher relay, which consists in faster clicking and flashing when one of the LED indicator is being used/flashed. Again, any aftermaket LED bulbs can be used.
3. LED flasher relays are all bad design, as they sense even the slightest current draw so they will go into clicking / diagnostic mode on most cars that do not come with LEDs from factory, hence the constant clicking. Solution is to change a couple of resistors on the flasher PCB, easy mod. Problem solved, LEDs can be used in rear lights and no faster clicking, no constant clicking, everything working perfectly.
4. Tail/stop light do lights up the blown bulb warning in the dash (only bulbs in the rear lights that actually does that), so you must either use Canbus LED bulbs, or, in my case, where a custom made PCB with LEDs is used, I need load resistors.