The headlights do not have a dedicated fuse - canbus systems don't fuse everything like the old wired system did. The headlights and side lights each have a wire that goes to ground, and the power comes directly from the central plug on the VCM, pins 1 and 2 (hi & lo beam) and 12,13 sides.
The schematic doesn't show a single connector anywhere along the wiring between the lights and the VCM that might have developed a problem that would turn them all off.
There is a fuse labelled VCM Power Control. That would be my first check. However, if that fuse failed it would turn off other functions as well.