All interior and exterior lights work except headlights...

More than likely a bad headlight switch. check the fuses first, spray some WD40 into the switch second, and third; replace the headlight switch.

Probably a bad headlight switch. To replace, take the negative battery cable off. On the light switch, behind the dash, there is a plunger button on the switch body. Hold the button in and pull out the switch stalk, all the way out of the switch. If there is a retainer ring on the dash, unscrew it from the switch. Then the switch can be removed from the dash-it will hang down where you can unplug the electrical connector from the switch. To install a new switch, reverse the procedure. Check the electrical connector for damage, being burned or melted type damage.
If it turns out not the headlight switch, it could be the dimmer switch. If you have a voltmeter, you can test wires for power before condemning the light switch, but it is probably the switch.

Sorry only two lines ahve come through ,please answer post and repeat question in full

sounds like your light switch is bad..that's the only place all those share in common.

Headlight switch is worn out, had the same thing on an old Ford pickup truck.

It's probably the lighting control module , but without doing some electrical testing that is just a guess !
Battery positive voltage (B+) is applied at all times to the lamp control module (LCM) through the underhood junction block HDLP MaxiFuse® and CKT 1242 (RED).
When you place the headlamp switch in the HEAD position, the headlamps input to the LCM is grounded. The LCM then applies battery positive voltage (B+) through the underhood junction block HDLOBML fuse and HDLOBMR fuse, which feed the left low beam headlamp and the right low beam headlamp respectively. When you activate the headlamp dimmer switch by pulling on the multifunction lever until the switch clicks, CKT 524 (PPL) is grounded to the LCM. The LCM then removes battery positive voltage (B+) from the low beam headlamps and supplies battery positive voltage (B+) through the underhood junction block HDHIBML fuse and HDHIBMR fuse, which feed the left high beam headlamp and the right high beam headlamp respectively.

Twilight Sentinel Circuit Description
Twilight sentinel determines whether the daytime running lamps (DRL), or the exterior lamps and the low beam headlamps at full intensity should be on based upon the signal of the ambient light sensor. When the ambient light sensor detects daytime, the twilight sentinel turns on the DRL. When the ambient light sensor detects darkness, the twilight sentinel turns on the exterior lamps and the low beam headlamps at full intensity. The twilight sentinel also keeps the lamps on for a delay period of 3 to 180 seconds under the following conditions:
• The vehicle is in PARK.
• The ambient light sensor detects darkness.
• The ignition switch is turned to the OFF position.
You may turn off the twilight sentinel manually. When it is dark and the gear selector is in PARK, pushing the twilight sentinel switch to OFF will turn off the headlamps and exterior lamps. Pushing the twilight sentinel switch to OFF again will turn on the headlamps and the exterior lamps. If the gear selector is not in PARK, pushing the twilight sentinel switch will have no effect.
The F- switch is just an input from the LCM - lamp control module .
Do you know how to test control module inputs an outputs ? Very easy to fry a module if you don't know how to do it .
Also have a full scan of all modules on the vehicle , could have DTC'S - diagnostic trouble codes stored . Not for the OBD 2 engine computer . The instrument cluster , BCM , LCM can all set codes too, related to lighting an someother thing's .
ECM Inputs and Outputs Diagnosis

Electric Testing Techniques You Need to Know

You can find free wiring diagrams here http://www.bbbind.com/free_tsb.html Enter vehicle info. year , make , model and engine ! Under system click on lighting ,then under subsystem click headlamps . Click the search button then the blue link . The first diagram you will see at the top the power supply to the LCM , down a little you will see the headlamp switch , ambient light sensor . Now if you want to start replacing thing's without testing good luck !

With the switch in sidelight or dip

position, pull the switch to its first

position to turn on the front fog lights.

Pushing the switch in or turning it to OFF
or AUTO will turn off the front fog lights (this is for the front)

With the switch in any position except

OFF or AUTO, pull the switch to its

second position to turn on the rear fog

lights. This will also turn on the front fog

lights unless main beam is selected.

Pushing the switch in or turning it to OFF
or AUTO will turn off the rear fog lights (this is for the rear)

Exterior lighting

Exterior lighting switch

A. OFF.

B. Side (parking) lights.

C. Headlights.

D. Auto.

E. Front fog lights.
F. Rear fog lights.

It is the round knob nest to the steering colume

I hate to ask, but are you sure the headlight switch on the dash to the left of the steering wheel near the door is in the 'up', or headlights on, position when you do this? If it's not and the exterior lights that are on are just the daytime running lights, then this is how it's supposed to work so that you can "flash to pass" other drivers. On the other hand, if it is in the correct position, try pulling back further until you get the 'click'. If there is no click, then the little piece of plastic inside is worn and needs to be replaced.

Hope this helps!

pull the headlight switch out and check for a burnt connector, if the connector is heat damaged replace it and the headlight switch, the repair connectors are avail from your local dealer.