Headlights stay on even after I have removed the key

There is a headlight relay (c1049) that sounds like it is stuck on, inside the fuse/relay box under the hood. here is a guide to help test the relay and the headlight relay location as well so you can check it out:

https://www.2carpros.com/articles/how-to-check-an-electrical-relay-and-wiring-control-circuit

Check out the diagrams (below). Let us know what happens and please upload pictures or videos of the problem.