You have a short on that circuit if a new fuse blew right away. Did the new fuse blow as it was inserted, or when you tried to turn on the headlights? If it blew just after inserting it with the light switch off, short is between the fuse box and the headlight switch. If it blows when the switch is turned on, short is downstream of the switch. Need to disconnect some loads, one at a time, to isolate where its shorted. Either keep putting new fuses in or connect an ohm meter to outboard fuse holder and ground, watch for the short to go away as you disconnect things in that circuit. Unplug the forward lighting harness, then rear body harnesses, see if the short continues.