Check the fuses first because that is the easiest thing to do.
I want you to specifically look a three fuses in the fuse block on the driver side dashboard. Pull each of these fuse out and look at the metal connected to each terminal on the fuse to see if it is blown (the metal in between the terminals usually has a s or z shape to it). Fuses are normally numbered. Fuse 48 its a 7.5A Fuse 59 also 7.5A and Fuse 33 15a.
Are any of these blown?
Ford integrated the hazard switch into the parking lamps, turn signal lamps and turn signal indicator on the instrument cluster so disconnecting the hazard switch will cause all of these not to work still.
To remove the hazard switch you'll need a flat head screw driver and a rag. Use the rag to place against the dash to pry on with the screw driver (reduces damage to dashboard). The black plastic panel surrounding the radio will need to come out. Once the panel is out enough you can disconnect the hazard switch.
Just from what you've described is looks like your hazard switch is most likley what is causing the lights to stay and then short out. But let me know what you find, TY
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Wednesday, September 18th, 2013 AT 8:21 PM