That must be a world first! A TD5 that won't stop.. Won't start would be a different story.
There is a power wire that goes to the ECU from the ignition, that must be getting power somehow after the key is off.
There is a fuse under the steering wheel in the inside fuse box that power's the ECU, can't remember which one, but if you can find it and pull it you will be able to start to narrow down the possibilities.
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