Headlight do not turn off even with the car is turned off and the key is out of the ignition?

Hello, it looks like there is a module that controls the headlamps. It might have an internal short circuit. I'll post a diagram of it and some fuses you can try pulling to see if they go out.
You can see in the 1st diagram that the power feed for the headlamps comes directly from the Lighting Control Module. The 2nd diagram is the upper section of that same diagram. Try pulling each fuse one by one and see which one shuts the headlamps off.
Both the Low beams (left and right) and coming out of 2 different connectors, C2145D for the left Low Beam, and C2145C for the right Low Beam.
There is also an Auto Lamp sensor on the top of the dash but I don't think that would keep the Headlamps on after the key was out. There are a couple data network wires running to the Lighting Module, which runs to other modules in the vehicle, Ill check on, but see what fuse it is that shuts down the headlamps and we can see if there's a circuit shorted to power. Fuse 18 and 14 are from the Ignition switch, so pull those fuses as well while you're checking.