When this happens, if you have no power for lights and fuses are good, something is causing an intermittent open circuit in the battery - to vehicle area. It's as if something is disconnecting the battery cables.

Because of federal safety regulations, lights must have always have a connection to power so emergency flashers can function.

You say you have no lights, therefore you have a battery power electrical issue.

Also, under ordinary conditions, headlights, interior lights, etc can be used regardless of the status or key position of the ignition switch.

Issues with the fuel system or canister would not prevent the lights from working. Totally separate systems.

Some may think the immobilizer may be an issue, but basically it's a switch that says "Yes" to a proper key code, and "No" to an invalid key code. If it ever says "yes" to your key and things work, it highly unlikely it would ever change it's mind and suddenly say "No" (it really doesn't have a mind). But because you already replaced it, it can be ruled-out.

But then again, I'm just some stranger commenting in some obscure forum, and I might be totally wrong, right ?

Take all the Maxi fuses out of the box one at a time and scrub with a small wire brush the corrosion off the blades. 

Also clean the battery terminals thoroughly. Check any ring terminals on the battery cables and scrub off the corotion on them where they either attach to a ground point or to the master electrical box housing the maxi fuses. 

Use a test light. Put the ground wire of the light on the neg terminal of the battery and test the maxi fuses one at a time and see where the power is and is not. No power on both sides of the big fuses says there is a problem in that fuse and maybe in the circuit it is connected to. 

Eyes open and brain on... approach this logically and one step at a time. 

Those ford fuse boxes under the hood sometimes take on water and salt and can become cantankerous and cause these kinds of problems. My ranger left me dead in the middle of an intersection because of those fuses and the ring connectors on the bolts where the power comes in and the ground is on the body and the block. Look carefully. Spray all cleaned surfaces with WD40 your best friend to chase away future problems. Spray battery terminals also every oil change for nice looking functional connections always...