To clear the lights you might need to use the secret 8-Step Dragon Button Exploding Heart Technique:
https://help.brother-usa.com/app/answers/detail/a_id/50979/p/7422
I tried that and still no success, so I opened every single door (again) and pulled out the paper tray, toner cartridge, and flywheel/clutch assembly and finally spotted some paper hiding in the upper roller just before it exits to the output tray. The edge of the paper was still inside the machine (rather than sticking out where one could spot it), but I couldn't find the rest of the sheet. A little more poking revealed that it was all jammed up like an accordion inside the paper path, so looking or feeling from below wouldn't find it. That was a very tricky paper jam, but it couldn't hide forever from Dr. Print Queue.
Once cleared, all the lights went out and status turned Green.