All my auxiliary lights on my F350 dually won’t turn off

Hello, if these are factory installed lights - which I cannot know from your description, as you state E350 or F350, and I don't know if it has any body modifications or additions. Nonetheless, it would sound like the circuit would have a short to power somewhere. This could be due to an issue with the SCCM (steering column control module) or BCM (body control module), but may not be at all. Point being, diagnostic testing using a diagnostic tool capable of interfacing with these modules to do component checks is important. Use this link to find some shops near you that can help with your concern: www.repairpal.com/repair-shops