All of these lights on the dash are on: Transmission CHECK ENGINE LIGHT, ABS, Red Dot (security?) ESP/BAS, Traction (squiggle lines) and Air Bag lights are all on.

Since it runs and drivers as it should I went ahead and bought it.

Why in the world would you do this? Did you bother to look up with those lights mean in the user manual? Did you at least have a pre-purchase inspection done to make sure the vehicle was actually mechanically sound? It sounds to me like you did a stupid.

With that out of the way, that light on the far left is not "Transmission". It's the CEL ("Check Engine Light"). Not all codes are displayed using the key-on code trick. You'll need an OBD2 scanner to pull them. The rest of those specific lights are on because there are faults with those specific parts of the system. You likely have one or more wheel speed sensors damaged or missing. This knocks out your ABS and your traction control. I don't remember if it also disables ESP but it's likely. The airbag light is serious and you should have that dealt with by a real mechanic at a real shop as soon as possible. I would not recommend driving the car until this is fixed. The red dot is part of the security / key transponder system and it should not stay illuminated when the car is started. It may indicate a fault with the key or the transponder in the car.