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Hello, my name is ***** ***** I am a professional here at Just Answer. I have noticed that your question was not getting a response and thought I would see if you still need help with this.I apologize for the delay and I hope I can still assist you with this here.Since you seam to have some voltage feed back with the key off can you connect a scan tool to the DLC and scan the computer system and see if there are any fault code setting with the key on. Post back with the results and I will see if I can help you with this.
A bad HO2S should not cause this type of feed back. I think the next thing I would try is to unplug the ignition switch and see if the lights then go off.
Okay then is going to be a matter of tracing the circuit from the fuse to see what is bleeding over into it. Take a look at the wiring diagram for the ignition fuse and go back and unplug each component one at a time including any relays. See the circuit in the link below.https://dl.dropboxusercontent.com/u/104923897/Igntion%20Mar%2022.pdf