I unplugged the fuel pump, turned the key and tried the lights. Perfect, no flickering at all. I wonder if wiring up a capacitor for the fuel pump might solve the problem. I've heard people say that you should wire a capacitor at each light but that would mean six caps for the headlights and taillights.
Turns out the relay switch was missing. As stated, it was a demo model, so they probably removed it and gave it to another customer or whatever the reason. They dispatched both a relay and switch and I received them the same day. Plugged them in and my issue was resolved. Hard to find something when it isn't there...OMG!