METHOD 1
Lights numbered as follows (orange indicates already switched on):
$$1, 2, \color{orange}3,4,5,6,\color{orange}7,8,9,10,\color{orange}{11},12$$
Note that possible subsequences (with given names), which must be sequential but not necessarily consecutive, are:
$Z=12$
$P,Q=2, 1$
$A,B,C= (4,5,6), (4,6,5),(6,5,4),(6,4,5)$
$D,E,F= (8,9,10),(8,10,9),(10,9,8),(10,8,9)$
There are 9 spaces to be filled (order of switching on). Think of this as arranging letters Z,P,Q,A,B,C,D,E,F where subsequences above must hold.
Start with $9$ spaces.
First place Z. There are $\color{blue}9$ ways.
This leaves $8$ spaces.
Next place $P,Q$ s.t. they are sequential but not necessarily consecutive.
Number of ways =
$$\sum_{p=1}^7\sum_{q=p+1}^8 1=\sum_{q=2}^8\sum_{p=1}^{q-1}1
=\sum_{q=2}^8\binom {q-1}1=\binom 82=\color{blue}{28}$$
This leaves $6$ spaces.
Now place $A,B,C$ s.t. they are sequential but not necessarily consecutive.
Number of ways=
$$\sum_{a=1}^4\sum_{b=a+1}^5\sum_{c=b+1}^6 1
=\sum_{c=3}^6\sum_{b=2}^{c-1}\sum_{a=1}^{b-1}1
=\sum_{c=3}^6\sum_{b=2}^{c-1}\binom{b-1}1
=\sum_{c=3}^6\binom{c-1}2
=\binom{6}3=20$$
Multiply this by $4$ (as there are $4$ possibilities for $A,B,C$) to give $\color{blue}{80}$.
This leaves $3$ spaces.
There is only $1$ way to places $D,E,F$ they are sequential (there are only $3$ spaces left for $3$ letters and they may or may not be consecutive).
Multiply this by $4$ (as there are $4$ possibilities for $D,E,F$) to give $\color{blue}4$.
Total number of ways = $\color{blue}{9\cdot 28\cdot 80\cdot 4}=\color{red}{80640}$
METHOD 2
(This method can be deduced directly or from the resultant binomial coefficent of the analysis above. It is similar to the approach noted in @Tad's comment below.)
Another way would be to think of these as the number of ways to arrange letters $ZEEFFFGGG$, which is
$$\binom 91\binom 82\binom 63\binom 33=\binom 9{1,2,3,3}$$
Now count the number of ways for:
$P,Q$ to be inserted sequentially into the two positions of $E,E$. (only $\color{purple}1$ way)
$A,B,C$ to be inserted sequentially into the three positions or $F,F,F$ ($\color{purple}4$ ways, as there are $4$ possible arrangments of $A,B,C$)
$D,E,F$ to be inserted sequentially into the three positions or $G,G,G$ ($\color{purple}4$ ways, as there are $4$ possible arrangments of $D,E,F$)
Hence the total number of ways of switching on all lights is given by
$$\color{purple}1\cdot \color{purple}4\cdot \color{purple}4\cdot \binom 9{1,2,3,3}=\color{red}{80640}$$