1999 Suzuki Esteem Head Lights Tail Side Marker Stay On After Key Off Keeps

Fuses blowing would be due to a short cicuit somewhere. The lights staying on could be due to a stuck taillight relay or a bad multifunction switch. You would need to perform tests to find out what is causing it.
As to the headlight, check the bulb.

i checked all wires i ran a jump wire to other head light to see if it worked and it come on

First 2 diagrams shows the headlight circuit. Each side has its own fuse. Ensure you have abttery voltage at headlight bulb connector White/Green and Blue/Black for respective side.

The other 2 diagrams are for the exterior lights. Unplug the taillight relay and test terminal # 4 for continuity to body ground. If continuity exist, you would need to test the light switch. Reinstall relay and unplug the light switch coonnector to test if lights goes off.