Headlights staying on, can't switch them off. Removing relay has no effect.

What is your question?

basically, my headlights won't turn off on my 97 hyundai accent. i've had one flat battery as a result, and since then i have to pull the 30A fusible link from the fuse box if i want to be able to start the car again in the morning. first port of call: replace the stalks/switches. i accidentally bought two replacement switches due to a mix-up, and neither fixes the problem. the problem continues even when no stalk is installed... second thought: dodgy relay. this is where it gets weird: the lights stay on even with the relay removed, which defies logic to my mind. it makes no sense to me at all. i have no idea where to go from here in terms of diagnosing the problem. any suggestions most welcome!