The symptoms you are describing are a 'known issue' - Nissan even issued a TSB on this.. it's #NTB 03-018. and the title is "2000-2003 XTERRA; FUSE 39 OPEN,SIDE MARKER AND TAIL LIGHTS INOPERATIVE" It describes a wire chaffing issue where the front side marker lights pass through the body.

I'm sorry you couldn't find the the chaffed wire it may be hidden from view, if you had the TSB it might help because it has pictures and describes where to look. you may be able to find a copy of the TSb with a little help from Google..maybe even use Google to search this site. if i can find it I'll post a link.

also, I completely understand if you don't want to mess with it anymore electrical issues can be frustrating, but do yourself a favor. look up the TSB and take a copy with you to your local garage. who knows how many Xterras they see in a given year and they may not know about this problem. otherwise they'll probably waste bunch of time trying to find the problem and end up wanting to sell you an entire wiring harness..

Good Luck,
-Saturday