Not sure if it's the same as mine (2000 eddie bauer), but it's probably similar. (knock on wood).... My mini-fuse panel accessible when you open the driver's side door has a fuse in it for the right (fuse spot 4 i think, top row closest to you) and for the left headlamps (fuse spot 8, directly below 4). check these fuses for continuity if you have a meter, or simply pull them out and do a visual, or simply replace them if they look fishy at all or you can't get continuity through a multimeter (put it on ohms and see if you get 0. 0=good aka continuity, anything else, ie: big numbers = blown fuse)
These are independent of eachother and each are 15amp i believe. if you have foglamps, i think they are wired to the left headlamp, and sometimes overpowering the foglamps with add on lights or new overwattage bulbs, or a simple short can cause these to blow, but typically independent of eachother, as they are individually fused.
Also consider in your "under the dash" fuse panel, there is a DRL fuse for "daytime running lights" or basically the "every light but the parking lights". I don't recall its position, but it's a mini-fuse and your OEM manual shows it well. That might be your best shot. Sounds like a fuse problem to me. but if those all check out, then you can, again, utilize a haynes manual and/or autozone.com schematic for your ex's year/model and a voltmeter to check continuity between the power in (affix a probe to this) and check for continuity as you cycle the knob and assess the output connections as the schematic shows. this should be an easy way to bench test the switch prior to any further "variables" thrown to the lighting. I just had my foggies die on me and i spent about two miles of hair pulled out of my head trying to find out what was wrong, which ended up being a simple matter of a relay that had a corroded terminal. wiggling relays is an ok practice, but for fuses, do yourself a favor and pull em out and give 'em a good visual inspection, and ALSO check for continuity between the two tabs....
Good luck!
hope this helps.
John
