You can't replace 1N4148 with LED's, their function is different.
For test few buttons (1 row x 1 column) don't need place diodes diodes.
An practical approach for LED, use DPST/DPDT switches - they are two switches side by side operated by one common lever, wire one side in MMjoy matrix or Shift Register, the other side in LED, use external (of Arduino) power source for LED's.
Switch up some button in MMjoy is ON, LED is ON, switch down button OFF, LED OFF.