Hi, this issue is also buzzing me. Why those led lamps are not working on the EU version?!
I've found and article which says this:
"Don't meet EU regulations, sadly. So they had to be nixed. Something about aspect angle and height which was outside tolerances, nothing Ford could do, it's a mandate from the EU that they must be permanently switched off."
But if you import the car form the US it is fine i guess... so hopefully there is some solution. I've asked the service and they said the lamps are in the headlight module but it is disabled by the software. I'm not sure about it because I didn't get a straight answer, they said they have to look after it first.
So I'm not sure if you order a new headlamp from the US it will solve this problem.
There is a polish company who modding the light system but they're way much more expensive that the US version and I'm not sure those modifications are legal in the EU.
http://hd-customs.pl/american-muscle/am-lights/am-lights-mustang-2015/
It would be really good to have someones experience about this theme, what is the best way to go.