200 F250 7.3L Diesel, 2WD, 6 speed manual.

Ok guys I have a small issue and I need some help. Here is an explanation.

When I start my truck everything seems and starts fine, except, my oil and temp lights stay one. I can immediately shut the truck off and restart and they will go off like they are suppose to do. Gauges show fine, it does it when the motor is cold or warm, hot weather or cold weather. I first thought the ignition switch was the problem but after going to Ford and talking with the tech and looking at the schematic we determined that if it was the ignition switch there would be other problems as well. We were not able to go any farther without actually putting the truck in the shop. He was kind of helping me on the side.

My Dad and the kit to hook in to test the oil pressure and it showed ~10 at idle. I also did the upside down cap test. It stayed on. Obviously coolant tmperature isn't an issue because it still does it when the motor is cold. I have checked he grounds omn the sending units. It seems fine.

I am sure there is a relay for the lights but my question is do these lights share a common relay for the start test? Also I cannot determine which relay or where it is.

If anyone has any idea about a relay or anything else could you please advice me?