Had the exact same problem. Fuse was fine, bulbs were good but they would not turn on when I hit the switch. Followed the wires, they were fine so I gave up and just wired them to a switch that I installed.
I had the same issue with mine, when i got the car, they wouldnt turn on. So, i tested the relay by switching them out with ones i knew worked, that was fine, then i tested the switch with my volt/ohm reader, that was fine, so when i went to look at the lights themselves, one of the bulbs were burned out, replaced it, then tried again... nothing. So i starting pullingthings apart again, and checked the voltage at the lights, and they were good and the ground was good, so i was stumped... so i put them all back together using some dielectric grease, and then for some reason, they worked! maybe you could try connecting and disconnecting everything to make sure its a snug fit!