A brief lesson in switching will help you troubleshoot. One thing most beginners don't realize is that the footswitch is actually three separate switches in one. Each vertical stack of lugs on a 3PDT is its own switch, and they are all actuated simultaneously when you press the button. You can read about mechanical bypass switching in detail in
this excellent thread by Stephen, but here's what you need to know for now:
With BYOC wiring, the second and third stack (from left to right) operate the true bypass switching, and the first stack operates the LED. So the LED circuit is managed on the first vertical stack, lugs 1, 2, and 3 in the image below. My guess is you have a short somewhere that is causing the LED circuit to be completed even when the switch is in the bypass position. If you have a multimeter, you can use the continuity check function to track it down. There should NOT be continuity between lugs 1 and 2 when the effect is bypassed.