Can't vouch for every model, but on all the ThinkPads I've owned every single LED can be disabled, including on the X13 I got last year.[1] This is actually one reason I buy ThinkPads. Other models I've had were T61, X270, E585, X280. I've heard the Carbon models are quite different from the T/X ones, so maybe you can't disable on those? That would be disappointing.

If you're on Linux the dot on the cover is /sys/class/leds/tpacpi::lid_logo_dot. See the other files in that directory for other LEDs.

I don't know about Windows off-hand because I don't use it, but the BIOS exposes the functionality so there should be a program to do it. In a quick search: https://github.com/valinet/ThinkPadLEDControl

FreeBSD doesn't support it, but quite easy to write a patch for it if you want it (I actually wrote a patch for this, but didn't really put the finishing touches on it and submit it as my previous one got no feedback at all, so *shrug* – I ended up just installing Linux again). Same for the other BSDs.

[1]: You need to compile your own kernel for the charging/power LED which wasn't needed on older models, because that's registered as "unknown LED" and protected behind a compile option. It's a tad annoying, but it's possible.