Are the winch/lights connected to the same post as every thing else or are you using a battery with 2 sets of posts? if so test the accesories on the post that has been "proven" as being good.
Are there fusable links on the winch or lights? I can't imagine you would blow the fuses to both at the same time but if you haven't already done so check them.
Check the connectors and wires, check the ground, maybe try a different ground location or just use a jumper to a different point to test.
I can't imagine the issue being anything other than it being a bad connection (ground or power) fuses, or bad wire. unless your battery has dual posts, and one of the posts is defective.