Check the speedometer calibration setting in the ThunderMax. A 2003 bike *should* be 20480, but with the extended build time of 2003 models, a fair amount left the factory with 2002-model ECM's, requiring the 2002 speedo calibration setting of 4352. One way to tell is to look at the stock ECM, back side. The HD part number should end in -03 if it is using 2003 electronics, -02 if using 2002 (regardless of the bike year). It's in the SmartLink manual to check that on 2003 models, but many people miss it. We always set speedo cal to 20480 when programming modules for 2003 bikes, but it's not always right for the reasons stated above.
Another factor that can affect TS canceling is non-stock TS lights with different current draws.
Glad you got it together, enjoy! Thanks for using our products. JK