There is another fuse panel in the dash(drivers side area, under steer wheel, on a 32 anyway),check here not the engine bay fuse box.
Remove fuse to check, things like globes will still sometimes show continuity (light the tester globe) when connected.
Inspect fuse by eye(blown fuse is usually noticable) and if looks ok try tester.
Test all your fuses if all else fails...
btw. No fuse means no light, light can't work without a fuse.
On my 32 I got around the problem until I worked it out was use the fog lamp button on dash, not sure if 33s are setup the same but worth a shot.
Attached is English translation of fuse box
R33_fusebox_eng.pdf