What year is your car? The starting point will be the ing. switch. The power for the the lights come off termnal C the red/yellow wire. Put a meter on this wire and see if you are getting power with the switch off. If so you found your problem.
The most common cause for power flow when the switch is off is back-feed. Back-feed is most commonly caused by either a short on one of the vehicle systems, or a bad diode in your alternator or regulator.
I would begin by pulling one fuse at a time from the fuse block, noting if one stops the back-feed. If no joy, next try disconnecting the alternator connections one-at-a-time. Then on to the regulator. Somewhere in the process you should be able to kill the back-feed, and then begin analyzing that specific circuit.
I forgot about the charge light. A feed back could be there. You could get a feed back from the regulator. It will be the green/red wire which is I on the regulator. But on the other hand if it was feeding back the charge light would be on. The red/yellow off c on the ing. switch supply the indicator lights oil,temp cold and charge light. out of the lights the wires run from there to the sensor. It's hard to set here and try to think it out, with out having your hands on it, to test it out. A wiring diagram would help you. There not hard to learn how to read.