Not exactly sure how the process works, but I believe the ECU is getting a error code which is causeing the lights to appear. Not sure on the 86 how many or what type of sensors there are, but may be that doing the swap removed or changed the parameters, which is throwing codes. On my 85, when the brake and battery lights came on, it meant that the alt had fried (bad external regulator), and I'm not really sure if changing the tranny would affect this. Not alot of solid info, I know, but at least it gives you a place to start looking.
Erik