You need to find out what the 'load' wires from the recepticle are
powering. Turn on the switch to power the recepticle (and lights),
then press the test button on the outlet and see what no longer has
power.

If the lights go out when you test the GFCI then the power is going
from the switch to the outlet box then on to the lights. If that is
the case, would have to re-run the wires to the light and fan. May be
fairly easy if you have access above or below.