New issue and thanks to all for your help in the past. It's a '73 2.0 that was redone by a guy from a Porsche race team. Did a beautiful job except for the wiring. The problem is that the parking lights are always on no matter what position the switch is in. All the lights are normal except for that.
The engine is from a '75 and the light switch is newer than the normal '73 switch (more lugs than the '73). We've replaced the 4 relays and the switch seems OK. The wiring looks OK for the most part but definitely not completely original. Anybody have a clue or had anything like this?

when the car is parked, and nothing is on, if the signal lever is up or down, that side of the car's parking lights and tail lights illuminate, a European safety feature. More details from you please, if that's not the issue.

Need a little more info. You say the parking lights are always on, do you mean on when you turn ignition on? Or just always without the key?
Are they both on at same time without the key on or switch in first position?
If for example only left light is on when turn signal is left in the left position w/ key off, that is a normal feature for parking in narrow European streets.
Otherwise check inputs and outputs at light switch referencing the wiring diagram.

Unfortunately no, it's not the parking safety light. All 4 parking lights and the 2 front side lights are all on when the battery is hooked up. As mentioned the wiring is not exactly stock so we haven't made a lot of sense out of the '73 diagram. All the outputs at the switch look good, no burns, no jumps, it's just that it's not the right switch for a '73. Fuses all good.
I bought the car from a guy who drove the transporter for the same team as the guy who re-did it. He had taillight issues and when i looked at it the first time it was at a Porsche mechanic's shop in Sebring. That mechanic said that we were lucky the car hadn't burned down - there were wires passing thru the bulkhead with no grommets and had chafed thru. But I haven't found anything like that since then.

This is from a 74 with 11 pin light switch instead of 10, I believe the extra pin has to do with fog lights. The parking lights should be similar for both years.
Input from box 67 to E19 (turn indicator switch) is used to operate those European safety lights and only has power with ignition off.

All your parking lights get power from light switch pins 58R and 58L when switch is pulled to first or second position. Power then goes to fuses 5 & 6, then to parking lights and side markers. This is a good starting point to see why you always have power at those 2 fuses.
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You said the switch is not correct- I’m wondering if it’s not a 914 switch at all... the switch should have three positions: all the way in is off, half way out is parking lights, all the way out is headlights. Does the switch have these three positions?

What have you done in terms of tracing the wiring? Are you sure the switch is wired properly? Find the power feed to the switch and determine the switch is working... that is, power is being directed to the proper output(s) based on the position of the switch.

Since the switch and wiring is non-stock, once you verify the switch works, you really have no other choice than to dig in and trace each circuit.

Strange thing is the left and right marker lights are 2 separate circuits fed by 2 separate fuses (Fuse 5 and 6) which pull power either from the headlight switch, or the turn signal stalk.

You might try removing and unplugging the wires from the headlight switch and see if the marker lights turn off and see if the switch is at fault internally or wired incorrectly.

If they're still on after that, try unplugging the harness going up to the turn signal column switch and see if there's a fault in the wiring/contacts in the turn signal stalk.

If they're still on after unplugging both of those... try removing the 2 fuses for the left and right marker lights, maybe the fuses are receiving power from another spot and you can try tracing the wires back.

If they're STILL on after that... they're getting power on the other side of the fuse box.
Or the fuse box is miswired.

Thank you all very much. Great suggestions....I've got some work to do now!

Pull the 2 fuses, if lights go out head towards switch and turn signal stalk, if lights stay on (which is less likely) you have a wiring problem at the lights themselves, but like mentioned before, that would be very strange cause left and right are separate circuits.