Well, you may or may not have burned up the pump running it dry on fluid, so changing the pump is probably a good idea. I would just change out the leaking hydraulic cylinder and leave the others alone. As for the check engine light, we need to know what the fault code is to tell you why the light is on. The shop that is working on it should be able to tell you what it is. Have you had any luck finding the parts you need, or do you need help from us?