[rpmerf]

Wrote out a long post that didn't post. shorter version...

Test the power coming out of the head light switch. Test each of the inputs to the relays. Swap relays to see if the problem follows the relay. If you remove and reinstall the relays while the headlights are on, you should hear the relay click as power is applied.

Fuses, I like to install as close to the battery or junction as possible. Headlights should draw around 10A. 15-20A should be good.