If it has one of the "master switches" that is actuated by the key switch, it sounds to me like you've got a blown diode somewhere. Typically you've got a hot wire to the ignition switch, and a diode that allows just the coil on the master switch to ground until the ignition switch is turned to the on position. In the on position it powers the coil in the master switch pulling it in to ground the entire system.
One way to check to see it this is the problem is to pull a ground wire directly from the ground on the battery and use it as a ground to see if you have power at the hit wire going to the ignition switch. If you have power at the hot wire using the ground directly to the battery, but not to the machine's frame when the ignition switch is on, then it pretty much has to be a diode blown somewhere. The ones I've seen are usually made into a plug that simply plugs into a mating plug on the harness somewhere. Where though is anybodies guess without the manual as I've seen them everywhere from close to the switch itself to 'hidden' in the console beside the seat.
I've seen this problem on several different brands of equipment over the years and it may be the cause of your problem. Hopefully I've explained what to look for and/or check in a manner that you can understand. Unfortunately beyond throwing the idea out there I don't have a clue what else to tell you without being there to look at it.
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