Turn ignition off and still have power to headlights and taillights. Pulled fuses and still have power, what am I missing???

 

turn off the headlights switch?

 

I have kinda the same intermittent thing. Only started happening after I had my aftermarket lights installed. Only happened twice, might be similar to your issue.

With the engine off, key out and light switch in the off position, my high beams would stay on but at low power and the high beam indicator would be on in the dash. If I put the light switch to parking lights or full headlights the high beam indicator goes off.
As a temp fix when it happened I just disconnected the battery. Thru messing around I found that if I jiggle the hazard lights button on the top of the steering column the lights go out.

 

My 2003 ford r150 is having the same issues. My lights stay on when turn the switch to any position. I took the main switch out of the dash and unplugged the harness and still the lights remain on. I can't figure out which relay it might be, but that can be the only solution besides a louisville slugger

 

97XL
Maybe a problem with the Multi function switch.

I think there is a seperate fuse for the "Flash to pass" function.
Try pulling the fuse for the flash to pass and see if that fixes the problem.

Either that or you have a short or back feed going on from your aftermarket lights.

 

Unplug the DRL module (if equipped).

Steve