Sorry, I'm a bit confused here...
You say, "Most of my sensor lights don't come on in the dash however pushing the TEST button all light up."
... but surely that's normal? The TEST circuit checks that the Alfa management circuit is working. You see the light come on. If there is no issue with, say, brake wear, then the brake wear indicators should not be lit, until brake wear reaches the point where the sensors make contact.
I know it sounds silly, but have you tried replacing a brake light with a known NON-working bulb? (although, like you, I would also tend to think a blown bulb and
no bulb should both read as an open circuit...)
I'm not sure where the control unit is located, can anyone else help?