In one respect, I'd be happy about this, because it means that the fault has come on properly and can now be traced. This is where you need to get out the multimeter, or an easier tool would be a test-lamp, like we used to use in the old Strowger telephone exchanges. To make a test-lamp, you'd need to engineer a 12v sidelamp or festoon bulb and holder into a clear plastic tube, with a multi-meter probe sticking out of one end and a flexible lead with a crocodile clip coming out of the other end. With the headlights switched on, clip the lead onto bodywork or battery negative and look for 12v on the headlamp plug. That's likely to be there and will light the test-lamp. If it isn't, then you can suspect that the headlamp relay might be faulty. With +12v present, swap the test-lamp to battery +ve and look for an earth on the headlamp plug. If that's missing, try to trace the cable-form back to where a black wire might come out and be screwed to the bodywork with and earth tag.