red led has turned off but conduct current
Diodes like to fail in a "short" mode, and it basically means that your diode's chemical composition changes from being a junction between a P and an N semiconductor to being a "well-mixed through silicon and other elements" kind of conductor.

That happens when you overheat the diode, but not enough to make it explode.

When I look at your picture, I'd say I see multiple badly overheated arrays of resistors. So, you're probably not cooling these modules sufficiently or are operating them at a voltage that is too high.