Displays won't stay off when I put them to sleep when I press Shift + Control + Eject the displays go blank for a second, then they turn on again.
There's no way I can get them off permanently.
I also don't want the computer to sleep as I leave it downloading over night.
I have a MacBook with an external monitor attached.
Sometimes this can be due to the System Management Controller.  Try resetting the SMC and see if that helps