Along the lines of what Gunner said, it may be a heck of a lot easier to wire this thing from scratch, assuming at least the wires coming from the light bars are fine. You'll probably spend less time putting in a new set of wires that fixing a damaged set.
30W fuse should be adequate as your amp draw is probably around 18 amps or less per light par (assuming 4 lights at 55 watts each.) If those are 35 watts you are likely at about 12 amp draw. With the relay in you'll get 12V to the end of the wires at the lights only if
- fuse isn't blown
- relay isn't blown
- switch isn't blown (and is turned on)
- all wiring is done correctly, both in the order of the wires at the relay and quality of connection. Double check your relay wiring - I keep a chart with me when I do it to make sure I don't swap wires
- no other breaks in the wires
- grounds for switch, relay and lights are all intact
Where did you put that fuse? Between the battery and the relay? And you have 12 volts on one side of the fuse but not the other? If so you either have a bad fuse, bad fuse holder or a bad connection (depending on where you are measuring). Verify that the fuse isn't blown and is fully seated.