How did you check the fuses did you actually pull each individual one out, the fuse panels under the bonnet in the back of the boot and drivers under the dash? check the relays i found most lighting is in the back of the boot for fuses, and under the driver side panel, Double check those also in the switch what line did you hook it upto, sometimes the lines actually have fuses in the loops as well, Well aftermarket ones usually do, check for those, as well as did you pull the switch out as well and rewire everything back up?
Just some of the things it has to be a fuse or a burnt out wire in that loop for the lighting Have fun there a pain in the ass to find
Cheers
Adam