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Note to new member 66-pony. We love helping our fellow Mustang owners, but three threads are two too many for one problem. I replied to the other two, thinking you had received no help, then I find this one where the bulk of the responses have been posted.
That is curious. This is a subject I have meant to investigate, but have not as of yet. On the original diagram (I posted the link below) you'll notice wire 25 feeds the headlight switch with power from a splice with wire 37. Notice 37 goes to the starter solenoid. The way I am reading this is that by consequence, wire 25 is unfused between the power source and the switch itself. This would explain why you are still getting power even with all of the fuses pulled. Some members have mentioned a fuse that is part of the headlight switch, but I have never seen one. All of the switches I have pulled from my 65 have not had a fuse. That may have changed with the 66, or my switches have been the wrong one.
Could you describe the current problems? Since you replaced parts, and have had a few threads, why don't we do a reset and start again. Give a rundown of all you've done to try to fix it as well.