If all the lights are off on this circuit and no other circuit is off, I would first check at the consumer unit, that this lighting circuit is not protected by a separate RCD that is not covering other circuits and that is in the on position.
Then it would be a case of looking for loose connections.
It could be a loose live or neutral, this could be right at the start of the circuit either at MCB/RCBO or neutral busbar. Also check that when the MCB/RCBO is on that a voltage is being detected at the live terminal of the device, you will be looking for a voltage of something near 240V plus/minus 10%. Use a two pole approved voltage indicator for this test.
If no voltage when device is closed, then you have a contact failure at the device, so check the device is fitted correctly to the live busbar (isolation at the main ISO required and proved) if it is, then check a voltage appears at the live busbar when main ISO and any associated RCD are closed, If voltage is present of about 240V, then the device needs replacing.If no voltage check busbar connection to ISO.(again isolation required and proved)
The next stage would be to check at the first light fitting/junction/switch after the consumer unit for live voltage an loose connections.
Depending on the configuration of your installation, it could be that the first part of the loop could be either at a fitting, switch or junction box, so investigation would be required. Also check that lamps (bulbs) are in working condition. As you could have a blown lamp/bulb at the first fitting and the loose connection then be at the second fitting.
So investigation is needed and a means of testing safely.
Ideally I would recommend extensive testing if required are performed with the circuit dead, and continuity tests performed.