You're likely to have to test from the central junction box, aka fuse box, to the headlights. You have 4 bulbs so they didn't likely all fail at the same time. You have 2 switches, a couple relays and fuses and a bunch of wires.
It could be as simple as a wiring fault that has grounded them out. Though my initial thought is the multi-function switch on the column or the associated wiring has an issue. The multi-function switch includes the high beams and I believe that grounds out the low beams and the fog lights to turn them off when the high beams are on. If the fog lights still work and turn off when you hit the high beam switch then maybe the multi-function switch is okay and it may be the headlight switch in the dash. Here's some info regarding fuses and relays that will help with those. It's for a 2004, but I think it'll be the same. Your owners manual may also have some of this.
Auxiliary relay box 1 is on the drivers side front fender in front or and below the engine air filter.
The central junction box in behind the passenger front kick panel.
Fog lamp relay fuse F1.17 15amp
High beam lamp relay fuse
Low beam lamp right front fuse F1.23 10amp
Low beam lamp left front fuse F1.25 10amp
Fog Lamp relay, main light switch, daytime running lamps(DRL), ignition relay, high beam lamp left and right fuse F1.35 10amp
Daytime running lamp relay fuse F1.40 20amp
Relays:
High beam relay C2242
Fog lamp relay C2241
DRL relay C1359
DRL ignition relay C1171
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