Sounds like they're not plugged in. If the heater fuse was blown you'd have heater performance DTC's, not switching DTC's.

GM says:

Check for the following conditions:

• An improperly installed air cleaner outlet duct

• The air cleaner outlet duct for a collapsed duct, restrictions, or a missing or plugged air filter

• Throttle body and intake manifold vacuum leaks

• A damaged or blocked throttle body inlet

• Exhaust system for corrosion, leaks, or loose or missing hardware.

• The HO2S is installed securely and the pigtail harness is not contacting the exhaust manifold or wires

• HO2S contamination

• The vacuum hoses for splits, kinks, and proper connections

• Excessive water, alcohol, or other contaminants in the fuel.

• VCM sensor grounds that are clean, tight, and properly positioned