Right since you have no resistor you will have to carefully tack solder the 3 wires then and connect them to the 3PDT Wiring board as illustrated. Also to avoid confusion you already used the CLR resistor on the Main Board. The reason the wire for S4, S5 and S6 are not shown on your diagram is because you did not use the 3PDT Wiring Board for your LED.
Because you mount the LED to the Main Board you have to do this!
To fully understand different builders like to do things in different ways. Our boards are designed to accomodate different builders. The hard part I guess when you are new is to learn what works best for you. After that you will know how you like to build and it is always the same.
Finally one more time you do not need to worry about the Audio Path until you fix the Bypass switching. Once you have Bypass Audio then you may not have to do anything else after that.