You don't mention the side lights - i.e. first position of lighting switch.
If these are OK check the blue from the lighting switch to the dip-switch.
If they don't work either check the brown (always hot, mind) on the back of
the lighting switch.
or if that doesn't work try
From: Steve Krane <firstname.lastname@example.org>
To: email@example.com <firstname.lastname@example.org>
Date: 31 July 1999 15:33
Subject: No headlights on 72 B roadster
>>I've done it again, been where I obviously don't belong - under the
>>Removed a pair of third party fog lights installed by the PO. They are on
>>separate switch and would only work when the headlights were on (makes
>>to me). Removal went relatively well, no bleeding (to me) or scratches to
>>However, now I don't have headlights. Hazard, directionals and bright
>>flasher (on steering column) work. Headlights and brights when the
>>headlight switch is on do not work.
>>Any thoughts would be appreciated. Would hate to think my driving would
>>confined to the wonderful daylight 95+ temperatures we're having here on