I had the same problem. Mine has a fuse between the switch and the lights. It is tucked in behind the dash with the rest of the wiring. I had to follow the line until I came to it. The only reason I found it was because I had exhausted every other possibility, so I was left with checking the wiring between the switch, fusebox and headlights. Mine also only work when the headlights are on and on low beams.