Due to the nature of the headlights they are normally controlled by a self re-setting circuit breaker , internal in the headlight switch.
A full short could have killed the C/B and require replacement of the headlight switch.
Before you spend any more time searching for a fuse box , check the headlight switch for output.
99DSDP 3884, Freightliner, XC, CAT 3126B, 300 HP /ALLISON 3060
2000 Caravan toad, Remco & Blue Ox.