Not sure on which I connected first, but I did finally notice when I was looking at it at night that the dome lights were all out as well. So I looked at the #8 fuse, which is for these lights and sure enough, the fuse was out. I had looked in the owners manual for fuse locations and it said that #3 was for the radio, but that one was fine, I guess by radio it meant actual radio reception? Turns out the #8 is for the head unit and dome lights and remote locks. Problem solved. Still do not know why it went out though. Very odd.