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I have the same thing in my 86 Ranger - I'm pretty sure it's the neutral safety switch on the transmission. I also happen to be able to start my engine in any gear. I think it's a simple fix - a small ball is stuck in the switch (auto tranny), I've just been too busy & lazy to mess with it. If you test it by starting it in gear, make sure you have your favorite person stand right in front of the truck so you can hear them scream when you lunge forward.
Does your OD lockout work? If not check fuses again, the same fuse controls both things in my truck. I think it was fuse 25 or 27, I really cant remember, but replacing it did fix my reverse lights. Stating what year you have will get you better help here..
To diagnose an electrical problem your going to need a meter to find out were your losing power or if you have a bad switch, can you borrow one. If you can get one I'll email you the diagram and testing information.
Rezvani's Latest Post-Apocalyptic Monster Is a Ford F-150 Raptor Underneath
Slideshow: Called the Fortress, the 850-horsepower pickup combines Raptor underpinnings with military-inspired features, survival equipment, and a starting price of $285,000.