Do these bolt into the factory headlight buckets without modification?

Yes. These mount at factory rocker points and use the original wiring harness — no drilling or cutting required. Just remove the OEM housings and drop these in.

Are the halos always on, or do they only light up with the parking lights?

Halo rings are wired to your parking light circuit, so they illuminate whenever the parking lights or headlights are on. You control them the same way you control factory halos.

What if one bulb fails after I install them?

The LED elements are sealed inside the housing — individual bulb replacement isn't an option. If a light fails outside the return window, the entire assembly would need to be replaced. Test them before final install to catch any DOA units.