George, to save further confusion, on the M3W there is another layer of electronics known as the TSM that interprets the movements of the multi-function stalk, unlike the four wheel Classics that employ, currently Land Rover derived, plain stalk switches which I guess we are both more familiar with.
The OP has confirmed that the headlamp flash on his M3W stalk operates main beam correctly via dedicated relay. However when selected by headlamp switch neither dip nor main work. A second relay performs this function, and since it would fail to one or the other and neither work, the suspicion falls on the power feed to this relay hence my advice as above.
