Interior lights stay on all the time

Try using a thin lubricant like wd-40. Spray the latches on the doors and open and sloce them several times or so.

Fords had a problem with the switches in the latches and this usually takes care of it.

Check or replace the multifunction switch for the headlight fault ! The lock's are controlled by the GEM (generic elictric module) and should be displaying a fault code !

Possible GEM (generic electronic module)

I'd check the contacts to the sliding door. I think there are four of them. Disconnect the battery, get some steel wool and lightly scrub the contacts, both in the pillar and the sliding door itself. Make sure the contacts are shiny. If you don't disconnect the battery, you'll end up with some burned out fuses and perhaps some sparks.

Next, make sure the door sensors are functioning. The door closure sensors are in the door latch. Remove the interior door skins, disconnect the sensors one by one and see if this makes a difference for the dome light.

The door sensors are located inside the door where the door catches to the strike pin. (Not the hinge side).

When the plunger is depressed in, the contacts do not have continuity. When the plunger is out all the way, the contacts have continuity. Generally what happens with these switches is that the inside gets contaminated and the plunger won't come back out.
Result: Faulty switch.

Your dome light(s) probibly do not come on automatically because the Windstar has a time-out relay which turns off all interior lights after 30 minutes to keep your battery from discharging if one of the doors was left open accidently for extended period of time ...such as overnight. One of your door switches is constantly reporting "Door Open" and will not allow the vehicle body control (interior lights) system to return to normal operation. The time-out relay has not reset due to the constant false "Door-Open" condition. The car thinks a door is constantly open, hence, the time-out relay will not reset.

With ALL doors CLOSED, and considering your sliding door contacts function properly with the steel wool scrubbing already done, insert the ignition key and listen for the chime. If the chime is ringing, turn the ignition key "on" without starting engine to see if "Door Ajar" light is illuminated in the dash.

Open and close the driver side door to get any hint of difference in the chime sound. Reason: The driver side door works on a modified electrical circuit compared to the other doors. Explanation is beyond the scope of this text, so I'll leave out the details.
If you hear a difference in the chime sound, the driver side door is functioning correctly. The problem rests with either the passenger door, or the lift gate.
If there is no difference in the chime sound, the problem is likely with the driver side door.

Remove the door skin. Find the two wires which attach to the door switch (see picture), remove the connector, and jump the two terminals together with a jumper wire. The purpose in doing this is to bypass the switch. When the electrical circuit is complete, the vehicle body module thinks all doors are closed, and the DoorAjar light will go off.

If this does not remedy the problem, test the switch to make sure you have continuity when the plunger is out all the way, and reconnect the switch. (Or just keep the jumper wire connected). Then move to the next door, or lift gate. You may need to experiment with all doors to finally find the culprit.

They are common to fail on many Ford models. They are installed inside the door latch mechanism and twist in / twist out. Sometimes they are very hard to get to and you'll need to detach the latch mechanism to pull it out of the door so you can see what you're doing, and get enough leverage vs trying to work within the tight confines of the door.
These switches are very problematic.... I suggest if you feel the slightest resistance to the plunger movement, replace the switch anyway. It'll be worth it since you have it outside already.
Good Luck.