The way I see it, you have an issue with either the combination relay or the lamp failure control unit. The combination relay was problematic. Underneath the fuse box cover there is a section in the rear that houses several relays and control units. The unit closest to the fuses should be the combination relay. I would think that the next time the lights were in the on position try disconnecting this relay to see if the lights go out. If they do then I believe it is conclusive, order a new combi-relay.

If they do not go out try removing the control unit behind it, that should be the lamp failure unit.