Never test the validity of a fuse only by eye contact. It can be deceiving. Replace the 3rd fuse with a new one (just to be sure) counting like this:
1rst, 2nd, 3rd, 4th, 5th, 6th, diode.
Check the bulbs by powering each one directly from the battery using two pieces of wire.
Everything seems fine, but still no lights when you turn your key on?
Ok......On your own risk try this. (If anything blows up, it's something you did wrong. I know what I am instructing below).
Unplug your left lighting switch's, two plugs.
Switch on the key.
Take a piece of wire and short the next wires (look at the plug that DOES NOT have the Light Blue and Orange wires on it and is attached on the main harness. NOT the left handlebar's light swith's harness)
1) Black/Red stripe
2) Blue/White stripe
Your Lo beam (left) headlight should come on.
Let us know what happened.....