The electrical routing for these is wild!
The headlight have nothing to do with the dash lights, two different circuits, coincidentally activated. When you pull out the headlight switch, a wire becomes energized and goes back to the fuse box. The wire on the other side of that fuse goes back to the dash and handles several things in the gage cluster. There could be a short that is pulling down the voltage. Try disconnecting the wiring harness that goes to the rear and see if there is still an issue. You could do the same with the steering column plug.
I've been chasing a similar issue and have noted a voltage drop as soon as I plug in the gage cluster...still struggling, so my advise might be worth what you paid for it