On my L3130 GST by the right side of the seat have two gray four pin connectors with plugs. After removing plugs and disconnecting the GST ECU you plug those together to put tractor into first gear to move it incase the GST fails. Have another two pin green connector with yellow and black wires and that should be for the optional work light and has a 7.5 amp fuse on it according to shop manual. Some place on the tractor there should also be a 4 pin "Check" connector. Not sure what they changed on the 40 series from the 30 but should be close.
My L4240 HST has similar connectors, can't remember if just two or three. I do not know if they were intended for lights but I did use one to power a relay that i use to control back lights. Mine only have power when the ignition switch is on.