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Make sure the parking brake pedal is fully released. I doubt that's it, but a start. Also, 2 fuses come to mind: #5 in the passenger compartment, or #9 in the power distribution box. One feeds the relay, and the other is the fuse for the lights themselves.
I have this same problem. I checked both fuses referenced. Where do I find the DLR module. Some posts show under the dash, others show behind the headlight on the drivers side?