For awhile now the blinker/headlight switch has been malfunctioning. I turn to the parking light setting (first one) and all is normal. I make the second turn and everything is out but the headlights; meaning no parking lights or rear lights at all.

I believe this is a common problem with 92-95 hatchbacks.

Pretty sure the switch has to be replaced. Anyone confirm?

 

i would agree... but to be sure, test it with a multimeter

 

No multimeter here but thanks.

do you have the diagram for removing the switch itself?

 

In your position, I would buy an inexpensive multimeter and test the switch. That way you'll have one for future random use. They're not very expensive and can be a great investment.

Anyway, here's the instructions: