Does your 2000 have the push/pull light switch on the dash?
My 97 has the push/pull dash switch and I had the same problem - lights would only work when switch was in a certain position between off and on.
I never ran mine long enough to find out if it heated up though - sounds like a bad idea.
I'm pretty sure the dash switches on the early models don't have relays.
In my case the problem was a blown fuse - when the switch is in a certain position, it bypasses the fuse.
Sorry, can't remember which fuse it was - but they are easy enough to check.