Thanks for the responses guys!
The sidelights, full beam, and fog lights work, it's just the dipped headlights that both failed (at the same time).
So today I spent some time troubleshooting it with a friend's dad who also has an alhambra. We managed to rule out the fuses and also the light switch (we actually removed the light switch from the other alhambra, and tried it in mine).
So the next thing on the list is the relay then I guess - any hints and tips most welcome!! Are the relays located next to the fuses then?