Hey everybody....just wanted to know if you still have the same problem. i.e. is your HRW on all the time.
I had the same problem and after extensive troubleshooting and wiring checks (thanks to http://www.mgfcar.de/schedules/ and attached) the problem was with the Multi-Function ECU. This is the box mounted behind the fuse box with the part number YWC104500.
It seems that the relay for the HRW is powered from this box, (pin 4 from memory of the big plug). The problem for me was this box had failed and was constantly supplying 12V...even with the key out of the ignition (same as your defect). The light in the HRW switch is just the tell-tale to tell you that 12v is being supplied to the HRW...that is why it stays on all the time.