Sorry, I never figured out what was causing it, but I used to have a "well abused" 1982 BMW 733i that did the same thing. The power windows and the lights on the console were always illuminated. I had to keep the battery disconnected when I was not driving it.

I sold that car for $700. I was glad to see it go. Never did figure out what was wrong with it. HVAC did not work, computer command controls were on the fritz, radio wires were chopped up, etc. They had obviously shorted out some wiring, causing the rest of the electrical system to go bonkers.

Hope you figure it out. I know that has to be frustrating.