Do you keep hazards lights on during funeral precession?

That depends on the traffic law/code where the vehicle is being operated. Check with your state's Department of Motor Vehicles, or the Hiway Patrol, or your local drivers license office. Generally, I think that most states laws/codes strictly prohibit the use of hazard lights when a vehicle is moving. Hazard lights are intended to "mark" a disabled vehicle. I don't completely agree with this as I consider any vehicle moving slowly [including a funeral procession] to be a hazard to traffic moving at normal speeds, but what you or I think doesn't count; it's what the law says that counts.