2004 F150 FX4 electrical issue
 

While installing a exterior cab light on my 2004 F150, I inadvertently crossed a wire that I was splicing and blew a fuse/fuses or relay. Now my pwr windows, radio and turn signals are inoperable and my ac compressor will not cycle on. Short of inspecting all fuses and relays, does anyone know what the issue may be?

If you don't have a test light or voltmeter, since you like doing some of your own work, it might be a good idea to invest in one.

With either a test light or multiltmeter, just connect the ground clip/ lead to a good ground and start checking fuses. There is usually an opening on the top of each fuse in the fuse panel(s) that you just touch the probe to each opening on the top of the fuse. There are 2 openings. You should show power (test light illuminates) or meter shows voltage, at each opening of the fuse. If you get one side with power and the other side of the same fuse shows nothing, the fuse is open. Easy to do and quick.
The majority of the time the fuse will open to protect the circuit from any damage if power from the supply that the fuse protects inadvertently gets shorted to ground .
This should be easy to find and correct since you know what caused the fuse to open. No need to get involved checking relays.

A little side tip, do not use a test light to check computer circuits. The meter is OK to check those.

Your quickest and easiest start would be to disconnect the battery ground. Remove the panel covering the fuse block.There is usually a diagram on it which would show individual fuse locations and what devices they protect or that information can be found in your owners manual. You can pull out a suspected fuse and test it with an ohm meter or many times you can hold it up to the light and see if the fuse link inside is intact.With many modern fuses, it can be difficult to get a test probe between the fuse and its connector.
As you unfortunately found out, when power is present and you make a mistake, something bad happens. So it is best to test with the battery disconnected. If there is a problem other than a fuse, then you will likely have to reconnect the battery annd carefully perform some pinpoint testing with a volt meter.

2004 F150 FX4 electrical issue
 

I tested all of the mini fuses with a circuit tester. There were a few that appeared bad, but when I pulled them, they didn’t appear to be blown. Just to test, I replaced a couple of them and then re-tested, but the circuit didn’t complete. Any ideas?

I need some help here, lol,
Not sure what you mean the circuit didn't complete.

What kind of "Circuit tester" do you have?
First ,what we are attempting to confirm is the integrity of the fuse,, which by the way cannot always be sure just by looking at them.
Once I have some idea of what equip you have to use , this should go pretty quick and easy for you. Can we do this?