Metcalf
Expedition Leader
They don't on my '07 Duramax classic. That might have changed with later models. The Tow/Haul lights up an icon on the dash. The tap shift is a notch down from the normal drive position, then the area where your PRND section of the dash becomes "M" and displays the individual gears and highlights which one you have selected as the highest gear it will shift to. It will still downshift, if you chose "3", but won't shift into "4".
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Jack
Well darn, if they don't light up it isn't a big deal really. They are easy to find by touch without looking so far...
Yes. The tap shift thing is a bit interesting. There are a TON of things you can do with programming, but I think the stock control will be fine. There is suppose to be a 2nd gear start function ( maybe only in low? ) on my 2013 truck also. With low range and tow-haul options there are tons of options for different 'tables' you program how you want if you have the right software.