Don't know if this is still the case on the newer stuff, but on my '70's GMC there also some fusible links in the wiring harness, which work in the same manner as a fuse but are not as easily replaced - they're actually part of the harness. May or may not be a factor in this case, but something else to keep in mind.
When checking the fuses, it's helpful to have a multimeter with an audible ("buzz") feature for checking continuity. Check each fuse individually to make absolutely sure they are OK.
Headlights/tailights and possibly the inside lights are controlled by the same switch, so it may be causing part of the problem as well.