This issue has been haunting me for a couple months now, I have a early 99 F350 that I use for work only. A couple months back I got it back to the shop late and had the headlights on, when I went to shut the headlights off, the parking lamps stayed on. I wiggled the switch around to no avail the parking lights would not shut off. I finally un-hooked both batteries, and they shut off, even when I hooked the batteries back up. I figured a relay, I have checked every relay I can find, and still have the same issue. If I unhook the batteries they shut off. I tried unhooking the switch, they still stayed on. I have no clue where to go now