Exterior car lights have to go through an approval process to makes sure that they give out the right colour, amount of light, and spread of light. It's not legal to modify the lights, for instance by changing the bulbs, but it they look the same it's highly unlikely that anyone would notice.
Bulb warning systems will almost certainly get upset by LED lights. In many cases the lights won't turn on, because overzealous fault detection often checks that the lights conduct at low voltage when turned off and will not subsequently turn off.
I think that's stupid, because if something (such as LED bulbs) causes the detection to see a fault, then things like tail or brake lights are disabled. If the bulbs really aren't taking any current, there is no harm turning them on, so the fault detection can cause a problem and isn't solving anything.
Often a resistor in parallel with the lamp will fix the false detection of the lamp as failed, but will usually then prevent the warning system from actually detecting a failed lamp. It's a legal requirement for there to be blown bulb detection on the direction indicators.