RGB UI LED

The meaning of the big RGB UI LED depends on the Firmware you use. The definition can be found here:
Ardupilot RGB LED Meaning
PX4 UI RGB LED Meaning

Other LEDs (Model Dependent)

The availability of these LED depends on the GPS Model
Fix (3D Fix)
Off – No 3D Fixed
Blink/Solid On – 3D fixed
RTK (RTK Fix)
Off – Not in RTK mode
Blink – Float RTK (Blinking is not available in some model)
Solid – Fixed RTK
GEO – Used for geofence settings (set through ucenter). This is an user-defined on and off status light, it can be either on or off when the fence conditions are met.
PWR – Always on when the power is normal.
ERR (ERROR) – Lights up when module self-test fails
EVT (EVENT) – LED is off when no eventin. Short blinks indicate there is an event in
LOG Button LED – LED is ON when the SD card is present or mounted.

Buzzer Meaning

PX4 Autopilot Buzzer Meaning
Ardupilot Buzzer Meaning

Safety Switch (Red LED)

Safety switch is only available in certain model. The safety switch feature is turned off by default in PX4 and some target in Ardupilot.
In Ardupilot, BRD_SAFETY_DEFLT = 0 to disable the safety switch (BRD_SAFETYENABLE in older firmware versions).

Ardupilot firmware (Wiki)

Constant blinking – system is initialising
Intermittent fast blinking – system is ready. press the safety switch to enable output to the motors.
Solid – safety switch has been pressed, motors and servos are able to move once the vehicle is armed.

PX4 Autopilot (Guide)

Slow blinking – system is ready. press the safety switch to enable output to the motors.
Intermittent fast blinking – safety switch has been pressed, motors and servos are able to move once the vehicle is armed.
Solid Vehicle is armed