1999 grand cherokee and xk531 bypass

Yes the orange wire can be connected to your trunk release opt to trigger panic mode (vehicle locator)

From reading the directions it seems to me that when you connect the lock wire to the module, and the roll up feature is on, it will also roll up your windows when the car is locked with the remote starter remote. No settings should need to be changed, double check your programming. If that's not it your car may not be compatible with this feature. I would assume that would be part of your factory security options, if you don't have a chip in your key you prob don't have a factory alarm.

Your parking light options should be listed in your install manual. I don't have any more info on that because I can't find your specific model of starter. Are you sure your numbers and letters are correct?

Yup RED / wht.

To keep your park lights on: 1) Turn your key on then off, 2) hold your program button until the led flashes twice, 3) press and release the button five times and hold it on the fifth press, (your led should flash four times), 4) press lock on your remote and the led should turn on, then press unlock on the remote and the led should turn off.  Your parking lights will now stay on when started.