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Does your F150 have autolamps and also see if the high beams are on or the low beams. Switch the high beam switch to see what lights stay on.
Pull fuse F7 in the dash fuse box and then F8. See if the headlights turn off.
Oh, leave them out and pull fuse F23.
It sounds like the dash fuse box is shorted. But this last test will tell me where the problem is. Disconnect the connector C2280E in the dash fuse box. Below is a picture of the connector and the second diagram shows the location on the fuse box.
Is there any added on alarm system in the vehicle?Are the headlights factory?
With fuses F7 and F8 removed which are the fuses for the low beams and fuse F23 is for the high beams, and connector C2280E disconnected, there is no power going to the headlights. The power goes from the headlight switch to the multifunction switch to the SJB (Dash fuse box) and then the fuse to the headlights. Unplug one of the headlight bulbs and check to see what wire at the headlight bulb has power.
Thank you for the update. Glad you found the problem.
Please let me know if you need any more help.