Are these illegal
I'm in Long Island, I've had those lights on my car for a few months and no problems. Just make sure you buy the amber LEDs for the turn signals before you install the tail lights.
Not necessarily. A manufacturer can put the DOT/ SAE stamp on a lens without it actually being tested. Ask APC how that worked out for them. Each manufacturer is responsible for their own testing after having been certified to do so. They also may certify a clear lens, then just use the same tool to produce a smoke or carbon fiber version, but never truly test it. The testing has to do with the light output at certain distances and angles plus the reflectors.
You are correct sir after researching (depending on what state you are in) they are illegal here in Texas:
http://www.txdps.state.tx.us/RSD/VI/lighting.htm
I think this will affect you more at night than in the day



