Lights on electric window switches

[jt racing]

Hi all.
I'm just after putting my 96 a8 back on the road, and have noticed that when I lock the car the lights on the electric windows stay on, and the light in the hazard light switch stays on. Obviously after a day or 2 the battery is drained. Has anyone experienced this before?
The car hasn't been used much during the summer so I suspecting a stuck relay, but haven't a clue where to start. Any ideas gratefully accepted!
Thanks