I agree that is a good possibility, but I hate working under the dash. So I would start by checking for power on the connections near the control box. If you don't find power on terminal A1, then the problem is between there and the battery. (The wire on A1 is the wire that feeds the headlight switch, which as TFB said then feeds the ignition switch.)
BTW, the TR3/A/B has no fuses in the headlight or ignition circuits, unless someone has added them. One of the fuses in the block under the hood is only for the horns; the other is for wipers, heater, turn signals, brake lights and fuel gauge. There may be a third in-line fuse clipped inside the bottom edge of the dash; if so it only controls the dash and tail lights. On earlier cars, those lights are unfused as well.