tiago

You could perform a visual test and know that it works for sure.
Remove the coil pack from the engine, attach a spark plug to it, ground the plug onto the engine (rest the plug threads on the intake manifold or somewhere on the block so that it can be grounded just as it would be if installed in the head), then run an "ignition test" through the ECU software, turning on one cylinder at a time. The ECU will then fire whatever cylinder you want repeatedly until you turn off the cylinder. When you turn on a cylinder, simply go over to the engine bay to visually confirm that it is firing.
 

On subaru's the dash lights staying on after the key is turned off is usually caused by bad grounds, and it means a bunch of systems are grounding out through places they shouldnt be. 
The real question is why did your fuse blow? if you overloaded a circuit with too big of a stereo thats one thing, but if you have a short somewhere still in the car all kinds of things could be happening.
do you see the power LED on the link light up when you turn the key on? have you checked power & ground to the ECU is still ok?

As CJ says it is most likely a wiring problem based on the dash lights.  Quickest way to confirm the ecu is ok is to remove it from the car and power it up on the bench with a couple of test leads.  Easiest way to power it up is to find the big barrel shaped tvs diode near the main header, clip +12v to the leg on the striped end and clip ground onto the other end.  You will see the led light come on if all ok.
The marks on the mosfets in your picture are just air bubbles or runs in the conformal coating.

Connect to the factory knock sensor wiring.  Bosch 0 261 231 006 is a common wideband part number.

1. Your 'Engine Fan 2' does not seem to be set up on any inputs and is set to come on at 0 degrees so will always be on ? You have Engine Fan 1 and Engine Fan 3 set to Ignition Drive 3 & 4 
2. Your MAP has the default Throttle Settings, you will need to perform a calibration before the throttle will work properly.
3. Your Lambda output seems to be stuck at ground, you will need to check the wiring, and if correct measure the output of the AEM with a voltmeter. What AEM part number do you have.

1. When you say play, what ECU output (pin) are you trying to control ?
3. You have a Gauge, that reads ok right? You have wired the White wire to An Volt 6 on the expansion connector. 
If you dont have a voltmeter you can use the ECU, set the AN volt Input to Voltage 0-5v and check the input voltage on the configuration screen.
If that reads 0v then humour me and try to move it to AN Volt 5 (the next pin on the expansion connector) and see what that reads. 

At standstill with engine running or at low speed the IC is heated by the engine and will have fuel corrections. One option would be the condition of exceeding 30km/h to make corrections.
Regards