I would guess that if the fuse was the right size and did not blow, than the fire/heat was on the line side of the fuse. Maybe you had a bad connection from the wire to the fuse spade, or between the fuse holder and the fuse spade. The fuse would not blow in this case.
If the fuse did not blow, make it blow on purpose using a jumper wire from it across the battery. Just to make the sure the fuse blows. If it blows, then I am certain you had/have a loose connection of some sort on the line (battery) side of the fuse.

__________________
Thank You!
Fred
2009 ML350
2004 SL600
2004 SL500
1996 SL600
2002 SLK32
2005 CLK320 cabrio
2003 ML350
1997 C280 Sport