Relays
There are a few threads on here during Nov 2010 with my entries that might help
My 94 has a relay under the steering column.
My 98, well I am not sure, I could not find one and my problems ended up being the switch. As far as I could see, there was no relay(no sound either) and all the current went through the switch which had burnt contacts. There are separate circuits for each headlight, if that throws any light on your problem.
Regards
Nigel