Generally Yellow colored wires are power with key on and Red are power all the time.
I wired my brush guard lights a bit differently. Since the stock headlights are so anemic when it comes to light output, I chose to not use them. Purchased the appropriate pigtail to mimic the back of the headlight pin geometry and simply removed the connector from the headlights and plugged in the new pigtail for the LED lights. This way the stock rocker switch powers them on and if the LEDs fail, the headlights could be plugged in and provide light.
2012 JD855D OPS Black Poly Roof, Deluxe Cargo Box, Front and Rear Protection, Power Lift, Front Hood Rack, Rear Screen (homemade), 800 Watt Inverter, 2500lb Winch installed in cargo bed, Front and Rear LED auxiliary lighting (4" square 27 watt), Front and Rear CV Guards, Koplin Side Mirrors