Ok, I found a wiring diagram online, and based on what still works, it is safe to assume all the fuses, and the column switch are good, and pretty sure the headlight switch is ok too.
So, I'm thinking a bad ground wire as that appears to be the one common point between the lights......Unless both bulbs (all 4 filaments) went at the same time.

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2012 Mercedes ML350 Bluetec 91K (hers)
2005 Corvette 55K (fun car)
2002 VW Jetta TDI 231K (mine)
1998 Volvo S70 T5 Turbo 196K (kids)
1994 Ford F150 4WD 249K (firewood hauler)
1983 Mercedes 300D 376K (diesel commuter)