I would put a light coat on every seal. I don't know what they look like, but if they are a hard cover that twists in, they should have some type of rubber seal associated with them. If they don't have this, then that is your leak. Try swapping the seals from the coverrs you replaced. Check the aftermarket wiring too. Sometimes it isn't sealed.
The problem with the aftermarket is, the OEM makes the lights so good, that even if you have a pinprick leak, it will suck water in as it cools. They usually have gortex patches on them to help balance the moisture in the lamp, but they don't cure actual liquid water very well.
If the lamp is actually leaking from Ford, they will usually warranty it, but not with an aftermarket bulb and covers on it.
-Geoff