I'd pop the switch out and check it for continuity. Any chance one of the bulbs burnt out without your noticing, then when the second burnt out it was obvious? Check your fuses, clean the ones to the headlights, they get corrosion on them all the time.
A wire harness may have come loose, but it's more than likely a blown fuse. There are more than one relays and I can't imagine them all going out at once. Check main connections, trace your harnesses. I've had a bad socket cause blown fuses, but that was after replacing a lens. Do the blinkers work?