Wemos D1 Mini led dimly on during deep sleep
A quick look at the schematic makes me think that 3.3V current is flowing from the led to ground across the GPIO2 pin when the UART is not powered. I would advise to increase the impedance of the LED resistor to at least 10K or to remove the led.
Remember that leds can shine dimly with extremely small current. If the UART was intentionally  turning on the led it would shine brightly.