Headlights--low beams, dimmer switch?

2004 Rodeo. This morning the headlights, both left and right sides, would not function--low beams, not at all, high beams only if I held the steering column switch toward me while driving. I did get the parking lights to work, but fog lamps also did not function.

I'm thinking relay and/or fuses as the first place to check, and the steering column switch next.

Anybody else had this happen?