Hi Dennis,
Sorry it wasn't a fuse. Are you sure you checked the headlight switch itself for a fuse (on the switch)? That's where my headlight problem was, a blown fuse mounted on the switch under the dash, took me a while to find/see it.
Do you have a voltmeter? Very cheap 10 bucks to a couple of hundred for a good one. I have a cheap one just to check current. Get one and then start checking power at both sides of the fuse busses and go from there.
Also did you get a wiring diagram with your IM? Like what fuse runs lights, radio, etc.
Since you have a late model there should be good documentation.
Good hunting
Dave