Congrats on your purchase! The 49s are great road cars, they ride nicely and with overdrive, which your car should have, they can keep up with modern traffic.
About the brake lights, it's probably a bad switch. The brake light switch is hydraulically operated and is located just ahead of the master cylinder. It's connected to a junction block where multiple lines meet and it will have two wires sticking out of it. A good way to test that the bulbs work is to pull the wires off the switch and insert a piece of wire into each wire socket, completing the circuit. The brake lights should light up. If they do, the switch is bad. If they don't, then there's an issue with either the wiring back to the bulbs or the bulbs/sockets themselves. Since you said the taillights work, my guess is that the switch is no good. Replacements are readily available on Ebay, part number 80171.
Regarding the turn signals, it's the switch on the steering column. The column cover can be removed, exposing the switch. Check to make sure the screws keeping the unit together are tight - they tend to loosen over time and the problem you're seeing is a result. These switches do wear - I'm sure replacements are available thru our club vendors.
You do not need to disassemble the dash to pull the radio. KF used two different style units in 1949-50 - removal is essentially the same for either. There will be a bolt on the top center of the firewall that runs down into the firewall. That bolt is connected to the radio and holds it in place. Remove the knobs and the retainer nuts behind them and then remove the aforementioned bolt. Remove the speaker connection, antenna lead and disconnect the power to the unit (should be a fuse holder, just pull it apart) and the radio should drop down from behind the dash.
For the oil pan gasket, the Fel-Pro unit should work.
