headlights go and stay on when the car is turned off

I saw something about a HDSM headlamp relay. Could that be the problem? For a while if my door handles were not quite seated closed properly, the lights would not go off, but if I made sure the doors and door handles were pushed closed properly the lights would go off. Last night it did not help.

this can be a body module or hdm beam module which is in the under hood fuse box it is not a relay. A mechanic will need to scan for codes for this. In the meantime you can pull fuses 3 &4 underhood and lights should go out but check tail lights first . also if module is able to be pulled out you can do that as well.