Pennsylvania is extremely strict about the lights issue - given that they have nearly every volunteer firefighter who has blue lights on their cars, they have had to limit the numbers and amounts for everyone.
I've never been stopped by police for any of my ambulances. But I HAVE, on several occasions, had to stop or been flagged down for wrecks or medical emergencies. Funny to drive an antique professional car ambulance, in these modern times, and have somebody run out and flag me down saying, "He's over here, he's over here!" Fortunately, I do carry enough basic modern supplies with me to help in those situations.
Remember most importantly, US Federal Law requires that your vehicle meet the requirements of the state it is licensed in - you can't be ticketed because a different state has different laws on colors, etc. Even if a trooper says he can under state law, he is wrong (under Federal law). How that applies to Canadians in the US, or what's up in Canada, I don't know.