Hei /6 won't shut off?

A diode with cathode towards pilot will supply light from switched 12V, but will prevent feed from alternator powering relay.

Physical relays often need a diode across the coil to ensure that this does not happen.
A diode on the relay coil freewheels current, when coil is turned off to prevent voltage spike from inductive kickback. Coil polarity is important, when wiring when diode is present. The diode there will not fix Ters problem.