96 Ranger Head Light Indicator

I don't seem to be getting any warning when the head lights are mistakenly left on and I am without any hazard lighting????????
Any thoughts...the under dash flasher has been changed to combat the hazard lighting but unfortunately that didn't work.
Fuses seem ok and I'm not sure where to begin to look for the problem with the head lights.

my guess would be in the key cylinder somewhere . That is what triggers the warning bell for the for when the keys are left in and door opened. I assume it would also trigger when head lights are on and key is pulled out

You know what, I'm not even sure whether there is a warning bell when I leave the keys in...I'll have to check that and see if I'm having the problem then too. Thanks for giving me a place to start looking.