The transistors on the OCD board are set up in two matrices, just like the game's driver board. The difference is that the OCD board runs the matrix at a different rate and does PWM stuff to make the dimming work better with LEDs.

Have you tried taking the OCD out of the loop to see if the game can turn those bulbs off in stock configuration?

You are right about the transistors, both on the driver board and on the OCD. If other lamps in a column or row do turn off, that proves that the transistor that controls that column or row is working.

I have not received an email. Perhaps it got lost along the way.

There was a batch of Capcom LED OCD where the board assembly house installed the LEDs backward. They will not light, but also will not cause any problems. I sold these at a discount.

If the transistors are getting hot, there is almost certainly a high current path through them, and since the fuses aren't blowing, it's not the normal path. It would take much more than 4A to make those transistors to get "mega" hot.

Could you take a picture of the installation so that we could check for anything obvious; an installation issue, a short somewhere, etc?

The installation looks OK.

The lamps you mention having issues with are below, I think. The descriptions from the manual seem to differ from the playfield a bit.

16,Miraculous Save ***
26,MATRA Wand Power ***
61,SHAMAN 1 Sword ***
62,SHAMAN 2 Snake ***
63,SHAMAN 3 Magic ***
64,SHAMAN Face ***
65,Encore ***

Based on that, I would first suspect an issue with matrix A, column 6, but in that case, I would suspect these would show symptoms as well:
66,GI 9 A&B
67,NOST 1 Spoon
68,NOST 2 Morph

The two that stay on share row 6, so I'd take a close look at that as well. Maybe try removing the bulb from lamp 66 (GI 9 A&B), though it might be hard to know which bulb that is.

My normal method of troubleshooting lamp matrix issues is to disconnect the playfield cabling and use my Siegecraft lamp matrix test board. You don't really need that board to do the same test, though. This page describes how to test with a jumper and bulb. Granted, it's describing WPC, but it's still relevant to both Capcom stock and the LED OCD outputs.

https://pinballrehab.com/1-articles/solid-state-repair/repair-guides/148-lamp-matrix-theory-and-troubleshooting

Also, I may miss posts here, so a PM or email would be more reliable. You mention sending an email that I've not seen, however, so maybe it's best to stick to PM.

Awesome, I'm glad you found it.