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Most of the time, this is a ground problem IF you have power to the circuit. You can hook up a test ground and see.
Did you check to see if you have power to that circuit OUT of the headlight switch? That might be the problem or a loose connection.
The feed for the marker lights and tailight is separate from the headlights. And this might be a bad connection under the dash if you have eliminated the fuses as a proximate cause.
I have to leave for the afternoon, so I will opt out of this and let another tech offer something.
I see none of the other techs had anything else to add here. Were you able to resolve this or not?