Since fuse 15 shuts off the symptoms that is where you should go next. Try disconnecting the Alarm control unit. It is under the dash or carpeting on the passenger side. Also try disconnecting the pump for the door locks. See if either of these shut off the lights as the fuse does.

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Steve Brotherton
Continental Imports
Gainesville FL
Bosch Master, ASE Master, L1
33 years MB technician