To add to the above good advice...
Your mentioned ignition switch position has nothing to do with the lights being on or off...right?.
Is there a 4-way flasher system on these cars?.
I'm no Ford guy but a failed flasher module stuck in power-thru mode in combination w/ the 4-way switch in the on position and faulty or reversely installed bulb(s) is one combination that may cause these symptoms?.
Have you tried popping the fuses out one by one to see when the lights go out?.
If a fuse other than the tail/dash circuit causes them to go out, the circuit that specific fuse is labeled for may give you a clue where to look further..
W/ problems like these, sometimes a good visual and run through the fusebox then popping bulbs, disconnecting headlamps, dimmerswitchs, flashers and anything else in these circuits one by one may help lead to the source of troubles..
Good luck!.
~ Pete