Two possible reasons why the TGB keys won't go off:
1. You are pressing the wrong key to deactivate. From your picture of the 2250 it looks like you have OPT IC2 in the CDB, meaning there are two strips of trunk group busy keys. With IC2 configured, when you press Shift the left strip of keys are TGB keys but the ICI keys are also TGB keys. Try pressing the ICI keys to the right of the lit indicator.
2. Someone previously set XTG as explained by GHTROUT but they did it while the TGB key were lit. In that case they will stay lit and can't be turned off unless you set the CDB OPT back to ITG. Once you get them off you can go back to XTG.
To get rid of the MN on the display go to LD 32 and enter
.CMIN ALL
To prevent it from appearing again
LD 17
REQ chg
TYPE parm
ALRM no