Headlights come on by themself.

COUNTER CLOCKWISE on the TOP SCREW

My first guess would be a ground problem.
The headlights and tail lights are controlled by the same headlight switch, but the brake lights are on a totally different circuit.
You may have to get a shop manual to get the wiring diagrams needed to troubleshoot the circuits if the ground connections are ok.
The lights involve the body computer and other components.

there a e few different bulbs that look the same but are in fact different. go to your local parts store and they will be able to give you the correct bulb part number for the bulb. check that first to see if that helps.

This sounds like you have some wiring crossed. the best solution is to have a dealer check this issue. Wiring can be extremly tricky. Be forwarned though that for wiring it's usually a diagnostic check and repair. Don't be surprised if this is a costly repair.

Well you have a double ground somewhere. Check the the grounds for your headlights.

I would look at replacing the headlight switch(junkyard will save you money)!

Hope this sheds some light on it!

Can you pull your key out of the ignition with it running?

go to workshop

broken wire in between body and door wiring

It needs a new headlight(or multifunction) switch, or you can just not use the automatic setting.