so, ignoring the third brake light for now, if the headlights are on and you step on the brakes, the lights don't change at all, and if the headlights are off and you step on the brakes, they don't light at all. If this is the case, I am suspecting that there is probably no voltage to the brake lights, rather than a bad ground. If there are any changes in brightness at all when you step on the brake I would want to check for a bad ground, but it sounds as though this is not the case.
now mixing the third brake light back in tells me that it is not a blown fuse, and causes me to think it is probably a bad/loose connection or broken wire. Somewhere the wire coming from the brake switch splits to go to several locations: the PCM, the brake lights and the high mount brake light. Either there is a bad connection at the junction between the brake lights and the high mount light, or there is a broken wire after the junction. Either way it will require some effort to find the problem. I tend to doubt that there is a broken wire because the car is not that old and there should be minimal stress to these wires, unless of course someone has been messing with them.
A final possibility is that there is a problem at both of the sockets, but this is not likely if both lights failed at the same time.
Hope this helps