Dash illumination turns on when applying brakes
 

Recently I noticed that when I apply the brakes, my center console lights (radio etc) turn on. When I take my foot off the pedal, the console light turns off. The green control light on the dash (that shows up when you turn on the headlights) is also illuminated at this time, but no exterior lights are actually on.
I didn't make any change to anything so needless to say, I'm quite surprised about what's happening. There is no problem otherwise, everything appears to be working OK, other than these lights but I suppose I may have some kind of a short - just no clue how to hunt down the culprit.

Also, now it comes to my mind that in cold weather I had the ABS/DSC light coming on several times when I first started to drive the car in the morning or after a longer period when the car was parked (so everything was pretty cold at the time). When I turned the car off then restarted it, the lights stayed off, so it's pretty clear that there should be nothing wrong with ABS or DSC.
I don't know if this has anything to do with the dash lights, other than applying the brakes for the first time caused the ABS/DSC lights to come on, just like in case of the dash illumination.
This issue with the ABS/DSC light is not happening now when the weather is warm.

I have no idea how to even start troubleshooting this - any recommendation what should I do?

Thanks.

Disconnect the trunk wire that leads to the third break light. Not sure if it will help, but it's a likely culprit where shorts are concerned because it runs up the trough where water runs off the trunk lid.

Something similar happened in my daughters MS3.

Ended up being the PJB. Now I say that having never even looked for a PJB in my 8.

Insult to injury it is an inanely priced piece of plastic that took me 30 minutes to replace.

What is PJB?

Primary Junction Box