I would be looking at what sort of fuse/holder you are using. At 30 amps a blade type fuse is not going to cut it, reduced voltage from winching, some voltage drop in the fuse terminals (fuse gets hotter) lower voltage at light bar, constant power regulator increases current draw to compensate, fuse holder gets hotter, more voltage drop, melt down.
BTW a 30 amp fuse will pass 30 amps indefinitely, at 40 amps will take a minute or more to blow.
Graham