I understand that caps lock and num lock LEDs is not working on your keyboard.
Don't worry I'll try to help.
Did you make any software or hardware changes on your PC?
Please try the steps mentioned below.
1 - NUM LOCK: disable fast startup in Control Panel\Hardware and Sound\Power Options\System Settings
2 - CAPS LOCK: change press the SHIFT key radio button in the advanced key settings options in Control Panel\Clock, Language, and Region\Language\Advanced settings
Please note that work without lights, don't forget to restart
Also, refer this article to further troubleshoot keyboard issues.
If the issue still persists it is a hardware issue, please contact HP support for service options.