Per EFLI's drawing, I would have brought the LNE feed to the switch with separate twin and earths going from the three switches. Thus dispensing with the central box AND leaving the connections available for inspection and problem finding in the future.
But, a bit late for that now! You are stuck with your original plan. I guess the LEDs are 230v nominal fittings? In which case the cables to the LED fitings should be twin and earth, with the earth continuous to the fittings. This is needed, even if the fitting is double insulated or does not need to be earthed itself.
But, a bit late for that now! You are stuck with your original plan. I guess the LEDs are 230v nominal fittings? In which case the cables to the LED fitings should be twin and earth, with the earth continuous to the fittings. This is needed, even if the fitting is double insulated or does not need to be earthed itself.