In the radio situation you may have a more serious problem. The code is only called for if power has been disconnected to the radio. You could have an electrical problem in the radio feed, check the fuses to start with and go on from there. There are two power feeds to the radio, one keeps the settings stored and is almost a direct connection to the battery. The second power feed from the ignition switch powers up the radio.
As to the parking lights staying on this is normal practice for the European market, if you are parked more than a certain distance from a street light you are required to exhibit side lights at night. Obviously they must stay on when the key is removed.
John Scales (1996 850R)