I would guess that its a bad head light switch. Unplug it and see if the light go off. I would start there. Plus you can test the back of the switch. I think its a small light gray wire.
headlight switch is off and the gauges are lit, window switches are lit and the climate control is lit.
haven't done any real trouble shooting because my other old style headlight switch was shakey when it did and did not want to work. doubtful if that is actually the problem though?