While your question probably belong in another thread, since this one is about no LEDs and relay clicking, I saw your post and have one suggestion. Try different software - Quisk or Sparksdr and see either works any differently after configuring them for your Hermes Lite 2. If they do, I suggest posting a question in a new thread asking about Thetis. I don't run Windows here and have used Thetis in a while so can't help with that software. Quisk and Sparksdr both work on Windows as well as Linux. While this sounds like a software issue, or perhaps a Windows issue, if it is a hardware issue see the "Troubleshooting" section (menu on the right) at
https://github.com/softerhardware/Hermes-Lite2/wiki for some tips.
73, AH6DL