12 volt system

If it's electrical issue, inadequate wire gauge combined with too heavy a fuse could do it. Two 55W lights draw about 8.3A @ 12V. I installed mine running directly from the battery through an in-line 10A fuse and using heavy automotive wire (14 or 16 gauge) and grounded through the ROPS/canopy.

Yours may be wired as a branch circuit off from a general accessory circuit on the tractor. I wouldn't expect a relay in such a place, but you never know. There is a chance that the circuit goes through another fuse earlier in the circuit I guess.

A VOM would be handy to track the problem down. The question is whether the lights are bad or whether they're not getting voltage or have lost a ground. With the fuse removed and switch on, you should be able to measure a low resistance from the load side of the fuse to ground. If there's continuity through the lights, then there's probably an open circuit and they're not getting voltage. The question is where is the break. You about have to check for voltage with a VOM at various points back through the wiring, and you'll hit voltage somewhere before the battery terminal. The switch is a good candidate unless switches are built into the lights. You may have to check wire colour codes and trace wiring harnesses to find the same wire at the other end.