Ok...so I am pretty happy to report that I have finally solved this maddening mystery and restored my tail lights, dash lights, tag lights and parking lights. The actual solution was not what I was expecting, and it took a lot of research. As you know, I have been searching for the elusive park lamp relay on my 2001 Sport 2-door. I managed to locate 2 other relay modules in addition to the main distribution box. The little one under the air filter had only one relay in it and it was a larger square one, not the little rectangle one that the park lamp relay should be. I found another one up on the right of the driver's foot well as suggested. I was hoping that it would be one of the following configurations...
or this...
But the one in my truck was neither one of these. Mine looks like this...
Which of course, is actually this...
So I decided that I was still missing at least one more module relay. Short of tearing my entire truck apart however, I just couldn't find another one. Immensely frustrated, I decided to make sure that I was at least working off of the correct I/P fuse panel diagram. I compared the one I was using to the actual I/P fuse block I have. I found a few discrepancies, so I went looking for others to compare. I finally found one for an actual 2001 Sport, not a Sport Trac or anything else similar from the same generation. The original one I had indicated that fuse #5 (15 amp) was "not used". That space in my fuse block was indeed, empty. The later diagram that I found indicated that fuse #5 was for the "Park Lamps". So I put a new 15 amp fuse in there, and guess what? Yeah, all the lights worked.
You're probably thinking that this guy is an idiot. Well maybe, but I would swear in a court of law that I was sitting in the truck with the engine running when the lights failed. I know I was, because I went out there at night to aim the headlights. So if it was just a failed fuse, where did it go? Why was the space in the block empty? I'm still lost on that one...
I did pull all the Maxi fuses to test them and then reinstalled them. Maybe that shook something up, I don't know. Believe me, I'm just thrilled the problem is solved, but in the end I'm not 100% sure what the fix actually was. One more thing, I never did find the damn park lamp relay. It's not in the main box, not under the air filter, not in the footwell and not in the rear body panels on either side. If someone else reads this some day and you know where it actually is on my 2001 Explorer Sport, I would love to hear from you.