Hey Mike,

Here's the 2006 schematic for your WRX starter.
06 turbo starter wiring.jpg

Note that there are other Yellow/Blue (YL) wires with different functions. I suggest identifying your starter interlock relay by the 4 wires attached to it: White/Red, Yellow/Blue, another White/Red, and Green/Yellow. Then follow that Yellow/Blue wire to your splice. You can also disconnect the YL wire from the relay and measure the resistance from that connector to your splice. It should read 0 ohms. If not, the splice may be in the wrong YL wire. If it does read 0, the ignition switch may be sticking in "start" or the starter relay may be sticking "ON". I don't think a starter interlock failure would produce your symptoms.

If you don't have the schematics for 2006, PM me with an email address and I'll send you a copy.

Hope this is a simple fix for you.
RPG