nancy , Do you have rear signal lights? If bulbs, bulb sockets, fuses and brake light switch all appear to be good the fault is probably the turn signal switch. Also there is a trailer light harness on the vehicle check at that connection or actually remove the trailer light harness as some have a built in converter that can cause weird issues also. Links below may have some useful info. for you as well. Good luck.
I hope this helped you out, if so let me know by pressing the helpful button.
https://www.youtube.com/watch?v=4bSB7LRSZI4
http://www.explorerforum.com/forums/index.php?threads/my-rear-brake-lights-are-not-working.295053/
https://www.2carpros.com/articles/brake-lights-not-working