Since I know a little about nukes, I'll throw in here. Your LEDs should be safe. Notice I said should. EMP has an energy density, just like any radio signal. Let me dirgress just a bit here. Radio waves and gamma radiation are light, you can't see it but it is. EMP isn't. It is a stripping of electrons from the atoms surrounding the blast. And like lightning conducting into the nearest thing they can get to. A regular blast creates some EMP. OK back to the radio signal analogy. When you are close to the transmitter the signal is stronger right? Same with EMP. There is a constant in nature called the inverse square law. Double the distance and it is 25% the strength. Take a flash light and shine it on a wall one foot or yard or whatever and then double the distance, to two. The circle will grow to four times and it will dim to quarter of what it was. Back again to the radio tower. When you are far away, an antenna is used to concentrate the signal. If you take the antenna away, then you may get fuzzy or no usable signal. EMP works the same way. The power lines, phone lines, coaxial cables (Cable TV) and satellite dishes will concentrate EMP on them like an antenna and poof, goes your TV and stuff. Some stuff like motors might be OK if not running. I would need to go look up some stuff in my books that I have, but energy density per volts/Meter is they way it's looked at. Unless say Russia decides to pop a 20 Megaton over the middle of the country, then the small stuff that N Korea or Iran could come up with wouldn't fry everything. A good strategy for them would be to pop one over the East Coast to take out our grid, maybe. The super small cross section of the leads on the LED are pretty safe. Plus they are pretty tough. Keeping things in a Faraday cage is a good idea, but if you got caught out, you would probably be good here. With a laptop or something else, different story. Cars may still work, then again maybe not.
Now you may ask, what is a small Nuke? Hiroshima and Nagasaki are small potatoes to what we and Russia have and have developed. 15KT and 20KT respectively. 20KT equals 20 thousand tons of TNT going off at the same time. In the 50's we had 20MT weapons. 20 MILLION tons of TNT equivalent. 1 Million is a thousand thousand, so a 20MT is a thousand times more powerful than a 20KT. The Soviet Union detonated a 57 or 59MT (depending on where you read it) weapon. The largest ever. Now if you are thinking that the 20MT would destroy a thousand times what a 20KT would then I would have to steer you to the inverse square law again. To destroy twice the area you need a weapon four times as large, so you get to a point of diminishing returns with this.
Why can't Iran have a big bomb. Well, it has to do with the difference in how they are made. The small stuff like Nagasaki are at there limit in power. They are Atomic bombs or fission bombs. OK so what is a 20MT? A Thermonuclear bomb or fusion bomb. What is the difference? Well one just uses Plutonium 239 or Uranium 235 and it uses fission to go super critical. The other uses fission as a trigger, using tritium, an isotope of hydrogen, as the fuel for fusion. (There are other ways to do this, but I'm going into them all) A miniature sun. The atom bomb creates lots of heat through fission and starts fusion with the tritium. No theoretical limit, but of course a practical one. Iran just doesn't have this sophistication YET. Eventually, yes, but fusion bombs become way more complicated to build and successfully work.
I get a bit long winded sometimes, but I want to touch on cars and EMP. Let use a worse case scenario, not rouge nation stuff. Newer cars of course would suffer the most and randomly. No way to predict if it will run or not. It will probably crank, but may not start. Starting systems can take a lot of current, they have too, along with the spark system, but the computer can't. Now if you have an older car that uses points and condenser, you could easily keep the condenser in a ammo box to replace a burned out one. That is the weakness in those vehicles, plus their need for electricity to run. The battery will take you only so far before running down without a charging system, that is if it fries. Diesels, same thing as with points/condenser except the alternator weakness. Actually older non-electronic diesels. My 83 Mercedes for example. Glow plug relay is vulnerable, but a some starting fluid in the intake and off she goes. They don't need any electricity once they are started. If the alternator is fried no problem she'll run and run. No headlights for long or heater or whatever, but you'll keep moving forward. Newer diesels have electronics out the wazoo. Not good there.