Wow, that's no good! I'm glad your fog lights still worked.
At this point, I think I mentioned a few posts back about the LKM. Unless it was just coincidence that your both of your headlights went out, this might be causing your problems, however, like I said, I don't know how much of the cluster the LKM will affect, aside from illumination, maybe.
LKM and Mustard Relay fix
http://www.bmwe34.net/e34main/mainte...trical/LKM.htm