First of all, the winch and the lights work off the battery - the rectifier changes AC voltage from the alternator into DC to charge the battery. From you description, I surmise that the battery is dead, but after running has enough charge to start the engine.
You need to check and if necessary install a good battery. With a good battery, your lights and starter should work normally. The rectifier is easily checked with an ohm meter - with the rectifier disconnected, touch one lead of the meter to the red wire and then touch each yellow wire with the other lead you will either get a reading or no reading (which is fine at this point) - now touch the meter lead you used to touch the yellow leads to the red wire and use the lead originally used to touch the red wire to touch the 3 yellow wires - you should get a result just the opposite of the first test - if you have either no continuity or continuity in both tests the unit is bad. Repeat the test for the brown wire - the results should be the same, but opposite of the results when checking the red wire. If it passes up to this point, the next test is to check between the red and brown wires - it should have continuity in one direction, but not the other. If all is well, the final test is to install it and test the voltage regulator portion of the unit. The regulator can only be tested installed. Using a fully charged battery and with the lights and all accessories turned off, start the engine and hold the RPM's at about 3000 - voltage across the battery terminals should rise to 14.8 and drop off to 13.2 and rise again to 14.8 then fall to 13.2 etc - this cycling is the voltage regulator doing it's job and cutting in and out as the battery becomes fully charged then discharges and calls for charge again.
Shop Owner and Mechanic with over 50 years experience