Why is one light staying on when the switch is off?
The red wire that goes to the second light (that is bundled with the rest of the reds at the first light), needs to be connected to the black with red sleeve wire. Since it's currently bundled with the rest of the red (hot) conductors, the light is always getting power. The black wire with a red sleeve is the switched hot lead, and only has power when the switch is on.