No worries. Side markers not working makes the fuse the most likely culprit. There are no relays in this circuit, just the BCM and the fuses in the diagram, plus of course the wiring harness and connectors.
GM included a couple spare fuses in the underhood fuse box, near the top, at positions F68 to F72. Find one similar to F28 (I don't know its amperage off the cuff, but you need one in the same color), swap that into F28 and see if that fixes the problem.
If there is no exact equivalent, try a spare fuse with a higher amperage, just for testing purposes. Then if that solves the problem, take the bad original to an auto parts shop (Autozone, Advance Auto Parts, O'Reilly etc.), show it to the associates and buy a set that has the same fuse.
Now if it isn't the fuse, you verified continuity and the lights are still off, then it could be a problem with a connector or wiring harness, somewhere between the fuse and the rest of the circuit. Check the color coding in the diagram and see if there's damage to the harness that goes to the side markers, maybe a rodent chewed up a wire or two.
Color coding is as follows:
Code:
BK Black
BN Brown
BU Blue
GN Green
GY Gray
PK Pink
RD Red
VT Violet
YE Yellow
WH White
(when a wire in the diagram shows multiple colors, it's a base color with a strip of another)