HeadLights don't turn off 1993 400e
 

The switch turns on the parking lights and the fog lights, but the headlights remain illulminated.

Probably the light relay, but I don't remember where it's at.

OK so I replace the lamp control module, reconnect battery, same thing. So now it's off to find the alarm control module, (It's under the front right carpet (US passenger) Disconnected it, reconnected battery, Yippie, no lights on, but OOPs no start either.
So I started rapping on the alarm control module figuring a relay stuck and the only the front head lights got stuck on.
Either I gotta find the correct wire to disengage the headlights from the alarm, Or I gotta carry a sledge hammer to rap on the alarm control module if the lights stay on again,,,

Check the dimmer switch, I don't remember if that will work with the key off.

did you change/remove/ or modify the headlight wipers or headlights themselves?

if so the dongle when it gets switched will illuminate the headlights.