The lighted switch will only work as such if the neutral is also switched, or at least, connected to the switch. Most of those lighted switches have two throws and the light connects across them. If only L1 connects to the switch no current can flow through the light.
The 4 pin connector to the motherboard is not coded. It fits in any direction but obviously it won’t work if plugged in wrongly. As you’ve mentioned the only way to find the correct orientation is to locate the small lock where the hook catches.
Sovol told me that both switches (printer and heater) are not illuminated.