Mogegg, according to your description of the fault you have no power going to the main/dip headlamp relay. I don't know the exact position of this relay (no longer own M3W) but its in the main block of four and the only one with five connections, cables as follows:
Orange/blue - relay coil positive
Black - relay coil ground
Blue (two cables) - one is main relay power from headlamp switch, other to TSM
Blue/slate - main beam feed via fuse
Blue/pink - dipped beam feed via fuse
The only explanation that fits the fault you describe is that no power is getting to the relay from headlamp switch on the blue cable. I've already made suggestions on checks to solve this issue by tracing power feed on blue cable from headlamp switch and it's connector (12 way but only 9 connections) behind dash. Possibilities are faulty feed to/from or faulty headlamp switch, faulty connection at connector behind dash after switch, break in blue cable to relay.
With this info and a multimeter you should be able to find fault quickly and easily.
