Car still runs with key off ..have I wired this right?

I'm not understanding what you really have checked In my mind you have three possibilities..........

A..........Something is wrong with the MSD, and even though power to the small read IS getting cut, the box still provides spark because of that problem

B........Something in the car is backfeeding power to the ignition "run" line

C.......The ignition switch is defective

So here's what I'd do.....

Aa..........To prove the MSD is OK disconnect the small red trigger wire and "hotwire" it to power. Start the engine, disconnect the small red (more than once) and determine if the engine stops.

Bb....Identify what all is connected to the ignition run line, any and all loads, the instrument cluster, any relays, warning lamps, the VR, alternator field and of course the MSD Monitor the line with a LAMP so you can "see" power. With the problem "showing" that is with key off and engine running, pull loose loads one at a time. Pull off the alternator field. If that kills it, reconnect, restart, and pull off the VR

Move from there to what else is connected

Cc.....If A, B above don't give you anything then access the ignition switch wiring, connector Those terminals can be removed from the connector Start engine, turn off key, engine should still be running pull "run" wire out and confirm (hopefully) the engine dies. Probe the switch end and see if it is still "hot" to the run line.