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I do know that the orange circle in the F150's headlights blink orange when the signal is on. On the Expys they are not orange and Im not sure if they blink or not. Other than that, they are pretty much the same.
For F150 years '96-'03 the front end exterior panels (and many interior trim parts) were interchangeable with a '97-'02 Expedition. In 2003 the expedition was allowed to go it's own way and stopped being common with the F150.
Since the '04 F150 was perhaps the first domestic vehicle to have the new SOVRAN Sylvania H14 twin filiment bulb installed, I doubt that the '03 EXPY is the same lamp.
I had a 03 expy and I believe it had separate high and low beam lamps plus the turn lamp on the outside only
My 04 F150 has a combined high/low so you may have some wiring considerations