Since my first post I've checked everything quite carefully. The only lights
that stay on are the dash or instrument cluster lights. Nothing else.
Aside from that, the digital display (heater or radio) which is normally
bright until you turn on the headlights now is dim as if the headlights were
on - but of course they aren't.
 I have checked out the online manual but the electrical schematics leave a
little to be desired. I am beginning to think that it's a relay within the
ETSCM -the M33-3 component perhaps?
I have unplugged the rheostat so I don't drain the battery & am thinking of
just wiring a toggle switch in series to it from the hot wire, as long as
nothing else is on.
A curious think too was that pulling the 10A fuse labelled 'cluster' under
the dash, did not put the lights out but prevented the car from starting
even though it turned over fine.
I am beginning to think that Hyundai is a bit weak in their documentation of
the electrical.

Thanks,
BC