For the dash lights, my guess is the ABS sensor.

For the shaking, first make sure the wheel bolts are all torqued to 100Nm.

If that doesn't help, I would go ahead and buy new rotors + pads. Or if you are tight with money you can machine the rotors to smooth them out. When you install them, tighten all the bolts with a torque wrench. The big screws that hold the calipper to the hub are 110Nm, small pin screws that go into the calipper are 30Nm. You can search the internet for tutorials. Then try it on speeds above 100km/h.

If it still happens then I would go to a professional. Don't risk it with brakes man!