Excellent on getting the turn signals working!
Now on to your headlights. Here is a basic troubleshoots guide I put together for someone else, I believe you have done much of this but take a moment to review it to see if anything in it helps.
Here’s a sorta step by step process for checking.
1) Start by checking the Engine bay main fusible links connections. The one closest to the fender (outer) and the front (away from the firewall) is the one that provides power to the headlight switch. These often get tarnished or corroded at the Blade connectors. Once these are cleaned and you’ve verified power on each side of the connection then move to the column. 2) Check the large White/red wire at the column; this is power from the main fusible links. This is where power enters your switch. When the switch is turned on, power exits the switch to the fuse box by way of the large Red wire with the bullet connection. At the fuse box the power is split into 2 circuits, one for each headlight. 3) Check for power at the two headlight fuses and ensure the fuses to the fuse-box connections are clean and good. 4) Since both headlights are affected, it’s not likely that these two separate power-circuits to the headlight bulbs are the issue. 5) The headlights share two common ground circuits, one for Low beam & one for High beam. Since both high & low beams are affected it is not likely these individual ground circuits from headlights back to the Turn Signal switch (High/Low selector). 6) There is a wire at the column that connects the Turn signal switch (High/Low selector) to the Headlight combo switch. Check that connection; this is where the ground circuit routes to the Head Light switch, which then continues out the large Black wire with the Blade connector to ground. There is no factory relay in the headlight circuit. There are aftermarket kits or people modify to add a relay. If yours has this mod. then the wiring and relay for this could be a suspect as well.