2003 Citroen Xsara Picasso side and head lights

you need a test done on the body control module,everything runs through this beasty and when it plays up it gives very unusual symptoms,like yours.
You need a Citroen equiped garage,or some one with very good diagnostics,the expensive kind I'm afraid.

do they stay on indefinately? Have you tried turning them off slowly? And do you have auto light function

body control ecu not a plug and play part replacement needs to be programed do not try second hand unit it can sometimes alter your mileage to that of the doner car have it tested to be sure