Crossed Wire? Engine Ground? Fuse? on 1992 BMW 318i

My windows, sunroof, radio and cig lighter all work whether the key is in the ignition or not. It seems to be draining my battery, although I feel as though I may have an alternator issue. Has anyone heard of this? Know of a fix? The 'Red Arrows' lights on my window controls are ALWAYS on. Always. The radio was put in aftermarket and was kind of a shotty job. Could a connection (or lack thereof) here cause this kind of issue?

Asked by for the 1992 BMW 318i
i have the same problem when i put in my aftermarket radio im still trying to fix this issue but i do believe it is a wire that has been crossed