Hmmm, the various lighting circuits are on different fuses so for everything to have failed must be something that is common to all the lighting so I think you are correct in thinking about the stalk switch or possibly the relays. IIRC the lighting relays are the ones at either end of the row of relays on the main fuse board under the right hand side of the dash, one deals with lights generally and the other does the dip/main switching. As they are easier to replace than the stalk switch I'd try those first. They are different pin layouts from each other and from all the other relays so you can't just swap with another.
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