I have a 92 civic. Been smelling an electrical burning smell off and on. Once the lighting switch stopped working, then started up again and has been fine. CEL threw 9 (CYP - cylinder sensor) a couple of times. Car seems to run fine (just did a 850 mile trip).

What do you think I should do?

For the Code 9, you need to replace the distributor housing, since the internal sensors are not serviceable. Only go with a genuine Honda distributor housing, where it's fine to install an aftermarket ICM and coil to keep the cost down. The electrical smell could easily be related to this problem. Sniff around the distributor.

Not sure how to add on to my question.

The smell is definitely from the interior side of the firewall. Now the brake light is falsely on too, and I get a very small shock sometimes when I touch the door. So looks like something is shorting and affecting other circuits (possibly throwing a false code 9?)

How to being to find the short?

If you really have a short, it will immediately blow a fuse.