Never heard of that. Google it and see if you find it as a common problem. If not I'd say you're disconnecting the battery for the night. I don't think that can hurt it. I'm sure you tried the obvious? Wiggle the switch, start car and turn it off again and turn light switch on and off, all the basic stuff. Wish I could help more than that
Have you changed the bulbs recently? Any aftermarket parts in there? Have you perhaps inadvertently damaged or forced the switch or the stalk? Have you done or had done any work on the car recently, like perhaps before leaving on the trip?
How's it behaving this morning? Maybe replace the relay if the problem persists.
If he pulled the correct relays and fuses there is something really wrong. Only thing I can think of at this point is there is an electrical issue at the fuse box (or beyond) hot side to the headlight wiring harness. Pulling fuses/relays would have also turned off the headlights if the issue were at the stalk/switch on the steering column.