It is unlikely to be the fusebox under the bonnet as the headlights are fed from the BECM's outputs (which is, yes, fed from three maxi fuses in the engine bay fusebox).
So the headlights come on as you turn on the ignition, and go off again when the keys are removed? Does the dash and tell tale light up too?
Mirrors not adjusting is odd as the motors are driven by the door oustations, as are the front windows. So for one function to work and the other not is strange.
It may be requiring some TLC from Marty potentially.
Southampton with a Nanocom for Thor/GEMS P38s
1996 4.6 HSE, then became a 4.0, now cubed.
1997-8 4.6 HSE Motronic/Wabco prototype vehicle. Now M57 powered. Still auto.