Really need some help with this one. Hoping to not have to take it back to the dealership. Bought a new battery for our Fusion last week, charged it up, and it does fine. Unless we leave it overnight and then it is hard to start, if it will start at all. Started the car and checked the alternator output with a multimeter, even with the heat on and the headlights and it appears to be charging fine. Disconnected the negative battery cable and put a test light between the cable end and the battery post and it immediately lit up showing a drain on the battery.

Here is the confusing part: I have pulled each of the fuses in the under-dash fuse block (hard as heck) and checked and it still has a drain. Did the same with the under hood distribution block and it still has a drain.

How can I find what is draining my battery so quickly?

 

Well let's see.
First the test lite trick is no longer valid with today's cars.
There are quite a few things that could be pulling the battery down.
If you can, without doing any welding, I mean sparks etc., remove the hot cable/wire from the alternator and see if that gets rid of the drain. You may need to let it set overnight.
Here is something really interesting for you to try, since you have a multimeter, what is the highest reading it can measure in amps? Disconnect the negative battery cable and place the ammeter in series with the battery negative post and negative cable.
You need to be careful because if there is a greater drain than your ammeter can safely measure it will blow a fuse in your meter.
Typical "parasitic drains" run under 50 milliamps. More than that indicates a problem. Things like rear defroster relays, rear wiper motor not in park position, any relay that is supposed to drop out once the key is off and doesn't could be the possible cause. Glove box light, etc.
You didn't indicate the year of the vehicle, and the newer ones have battery saver relays to prevent this.
Also , the new vehicles have many modules that "go into sleep mode after the key is off (45 minutes to an hour) and if anything is waking them up or preventing them from going into sleep mode it can cause a dead battery in the morning.