Electrical and wiring issues

My problem:

I have replaced a toggle switch with a rocker switch and wall outlet with a new one.

1. I changed the toggle wall switch with a rocker switch that has two pigtails coming out the back: one black, one red. It was very easy to tie them in like the toggle switch was connected because it also had a red wire and a black wire. There is no ground. Clearly red to red and black to black
2. I believe that this was correctly because the rocker switch turned the piano light on and off like the toggle switch did before I made the change
3. I replaced the old outlet. Originally it had a red and black wire on the load side and a white wire on the neutral side and a bare ground wire connected
4. The wires in the wall were red wire, black wire, white wire and bare copper wire
5. Again very simple I connected the red and black wire and white wire and bare ground wire to the new outlet
6. PROBLEM: the switch now does not turn the light off

I checked the outlet plugs for resistance across the screws and it is zero ohms. I checked the old outlet it did not have break out tabs. Note that another outlet I swapped out had no break out tabs on the load side. I'm not sure which one was on the outlet that the rocker switch turned off and on.

There is only one circuit that the lights, outlets, and switches on. The two load wires red and black BOTH HAVE POWER ON THEM WHEN MEASURED AGAINST THE natural WHITE WIRE AND THE BARE GROUND WIRE. I know that this is impossible but hopefully you have an idea of what I can do besides calling an electrician.

Thank you for any help