my gaming mouse led lights wont turn off when computer is off

Doesn't it turns off after a few minutes? Mine stays on for a few minutes after turning off the computer, but I always also turn off my power strip and unplug it from the electrical outlet to avoid damage from sneaky electric storms during the night. So if you actually don't unplug the power cable, there should be an option on BIOS or even a new BIOS version available that have this resource/fix.
 
It is called ErP Support. ErP Support determines whether to let the system consume less than 1W of power in S5 (shutdown) state. When the setting is enabled, the following four functions will become unavailable: PME Event Wake Up, Power On By Mouse, Power On By Keyboard, and Wake On LAN.