Dave and Richard thank you both very much for you kind comments.
Richard just to make sure I understand what you mean by secondary current paths. Lets imagine the feed to one head light had failed due to a bad connection in a connector somewhere in its feed path. You replace the bulb still no light. You measure the voltage arriving at the good head light and it is 12 volts. You check the voltage at the bad light and its near zero. You then decide to do a continuity check between the head light switch and the bad head light and low and behold is a few ohms. You scratch your head and think, well the bulb should light even if a little dimmer. What you would have failed to realise is the continuity check you measured is the path from the switch, to the good head light, down its bulb to earth, from earth up through the bad headlights bulb. So the continuity check would have mislead you.
I was once asked by a friend to help him with a problem with the nav light on the tip of his aircraft's starboard wing. The light had failed and he changed the bulb but it was still out. He then carefully probed the bulb holder with a volt meter and it was pretty much 12 volts. I explained to him that the meter was high impedance or more correctly resistance since we are dealing with dc and it would pass a tiny fraction of the current that the bulb would. The result would be almost no volt drop across the high resistance he had somewhere in the light feed whilst measuring with the meter. Hence the meter reading 12 volts. Ohms Law tells us that the voltage on both sides of a 20 meg ohm resistor will be the same if there is no current flowing through it. We fixed the problem but in this case it was a voltage measurement that was misleading him.
I have tried to take into account these sorts of problems when I set about tracing my cables and drawing my diagram and was left with this illusive fuse. I have probably been tripped up by something like this but I am still looking. If I find it I will update and repost my diagram.
Regards Tony