The purpose of the relay is exactly so that the power for the lights doesn't need to flow through the switch, the only power flowing through the switch should be what's needed to switch the relay NOT the lights so should be no problem getting that power from another circuit such as cigarette lighter or flashlight etc. often one that is also switched with the key so that lights will go off automatically with the key OR using the same circuit that you are powering the lights with (battery or jump terminal) which is easy since you need to run a wire anyway, just now with 2 conductors, but you then need to make sure you turn off the lights with the switch since it will be live all the time. If you google you should easily find a wiring diagram.

With a 2 conductor cable to the switch you could also use power for the switch from something under the hood that as switched with the key if that's what you are looking to do, so you don't have to mess around under the dash at all except to mount the switch.

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1988 325is (purchased new) sold
2004 X5 3.0 2005 X3 2.5
2008 X5 3.0 (new to me)