If the "interior light/cigarette lighter" fuse is removed, the "door open" warning light on the dash will be on constantly. So maybe you don't have supply at the fuse, you could check the fuse is OK and maybe if you have a meter handy see if you have any voltage at iehter side of the fuse holder with the fuse out. If you have +12 ish volts at the fuse only he headlights on, well something is seriously wired wrong or shorted out leading up to the fuse box :) its a starting point. Pretty much same applies for the aerial.