Usually that warning occurs if you have a mismatch between your ArduSub and QGroundControl version. Did you get your QGroundControl from our documentation or our Software Setup Guide? In this case you’ve said you flashed a Pixhawk 1 firmware onto a Pixhawk 4, so it’s possible that’s the issue. If you have a Pixhawk 4 board then assuming you’re flashing the firmware through QGC there should be an option for either Pixhawk 4 or fmuv5. Don’t use the Pixhawk 1 or fmuv3 options unless you actually have a Pixhawk 1 board.
As I mentioned in my previous comment, you’ll need to use a higher port number than the number of thrusters used by the selected frame. The BlueROV2 Vectored frame uses 6 thrusters, so your lights can only be controlled on ports MAIN 7 or above.
QGC allows configuring settings in the firmware, and can take user input from a suitable input device (e.g. joystick) to control the board. The ‘brightness steps’ option determines how many gradations/levels there are between minimum and maximum brightness when controlling the lights. You can’t control the lights in a normal way through QGC without using an input device.
If you really don’t want to use a joystick and you have the lights plugged in to one of the motor positions (which you currently do), you could very awkwardly control the brightness using the motor testing functionality from the motors setup page, but it would only allow control for a brief period while the board is ‘armed’. It’s very much not intended to function like that, and proper control requires either using a Joystick or doing one of my other suggestions from my previous comment.