I has a similar problem a few years back with my 2003 Golf.

It started when I noticed the rear offside sidelight has failed . I had spare bulbs with me and was familiar with changing the bulb so I decided to do it there and then on the driveway in the dark. The side lights were on ( no ignition) I replaced the blown bulb and whilst wriggling the bulb carrier back into its fitting I heard an electrical "click" and knew I had shorted the bulb carrier somehow.

Straight away I noticed that the Electric windows & Central locking were inactive.

I garaged the car and came back to it in the morning , I checked all the fuses and did not find any blown. I read something on a forum and decided to go back to the fuse board, I checked them CAREFULLY a second time and found one was blown, that was the problem, fuse replaced.