So let me get this straight:
Temp and compass don't display
Map and dome lights on OHC work
Lights stay on
Do you know if your temp and compass worked before installing? If not check this out:
Ford Explorer Ranger Enthusiasts "Serious Explorations"® - View Single Post - Overhead console display fix
For the auto dimming mirror leave the lights on and see if they turn off after 3 minutes. If so your slider is faulty and is defaulting to the maximum delay of 3 minutes.
If they stay on permanently then you wired it up wrong. Instead of an ignition source you used a constant power source.