I've changed the ignition switch (with a used one) and the issue still persists. Is there any particular relay that could be faulty? I'm confused

 

volvowiringdiagrams.com and volvotips.com will help

 

That sounds more like your headlight switch being the issue. When it does it unplug the dimmer and see if they turn off.

 

I have unplugged both the headlight switch as well as the dimmer switch and the lights remain on. I then changed both switches and repeated unplugging them and the issue remains. I however noticed that a wire was cut. I don't know if this could be a contributing factor. I have really been using the Volvo as I purchased a BMW X3 18 months ago. Just prior to the BMW purchase I had the dashboard changed and I believe this issue stems from the donor dashboard

 

Ouch! They should have kept your harness.