with the signal assembly not hooked up the only way the arrows could light up is if you have something mis-wired, they only get power off the blue signal wires which connect to the brighter element of the park lights, and there should be no way power gets to that wire except via the signal unit .... are you sure you don't have dash light sockets in the arrow positions? the dash lights are on with the park lights ....
recheck the switch wiring, I'm thinking you might be applying power to both elements of the park lights at once, maybe blew the bulbs?
also, using a test light, how are you measuring a voltage on the body of the light? one lead of the tester goes to ground, the other to a hot point, the body of the light should be ground, if you test hot between the body of the light and the bumper, there's something shorted out or connected wrong
Bill