[KenWittlief]

You are not allowed to draw power from the OI except from the LED output pins

you could wire LEDs to the double pole double throw switches you have using a 9 volt battery, keeping the OI signals on one side of the switch, and using the other side for the leds

something like this:

(only problem with this little circuit is, if you put both LEDS in one will always be on unless you unplug the battery.)

BTW - it is possible to send LED commands to the OI and use the LED output pins on the connectors to drive them in your switch box - only difference is, instead of indicating your switch positions, your SW will be telling the LEDs when to ignite - so you would have to program your code to map the LEDs to the switch inputs you want them to respond to.