Multiple 'virtual' lights on a single ESP32?

I have an ESP32 relay board that I’d like to use to control four numbers on a sign. The relays are individually controllable. But I’d like to be able to present two different ‘lights’ back to HA. I’d like to present one device for all four lights on, and another to light them in a sequence that repeats.

We do quite a lot of our lighting control via Alexa and voice commands, not screens or buttons. So I’m thinking that I’d have two ‘lights’ for this. One as just “house numbers” and the other “number sequence”. Thus “Alexa, turn off house numbers” or “Alexa, turn on number sequence” as opposed to using a complex component via the HA controls.

Ideally I’d have the device do all of it’s own day/night babysitting, along with illuminating on overcast days (but up to the limit of the battery capacity) and then turn off at some late-night time (like as part of my generic whole house 3am turn-off scene)

I am not quite sure whether I fully understand what you are after, but surely you can group the four number lights into one light.house_numbers?

If I’m understanding you correctly, this should be pretty easy.
In ESPHome, there are ‘lights’ and there are ‘outputs’.
Each light needs an output.
There’s no reason two ‘lights’ couldn’t both point to the same output.