First, which ECU are you using? With the Sport and Sprint ECUs you need to use switched 12V source for your pin 86. With the Sport and Sprint ECUs the outputs are dumped to ground when the ECUs are in the off state, so that when you turn the car off the fan will come on if the 12V source for pin 86 isn't shut off as well. With the E8/11 and the E6* ECUs your wiring will work just fine.
For your light, simply wire a 12V light across either pins 85 and 86 or to pin 30 and 12V+. Either will work. I'm sure you're aware that just because the light comes on doesn't mean the fan is actually working.