Done light ground through the switches. You only need one switch to short out for all the lights to stay on, or for one wire in the dome light circuit to have the insulation scrapped off and shorted to ground.

If you have one light that doesn't work, that might be the place to start.

I assume the power windows are on the same fuse as the dome lights? Otherwise, I don't understand why the windows don't function just because the dome lights stay on. Gene