I went out last night to go to the store, and when I pulled the headlight switch on, I noticed that the headlights did not come on. Everything else, running lights, interior lights, instrument lights, and all the exterior lights all came on. I tried the dimmer switch and still no headlights. Next, I checked the fuse box for any blown fuses, and all the fuses were good. I grabbed my test light and rechecked all the fuses and they all checked good. My next step was to look for the headlight relay, and I could not find one. I Googled for the location of the headlight relay and learned that it is built into the headlight switch? Next step, gained access to the headlight switch and performed a test with a test light. With the switch in on position all terminals are hot except for two-terminal that each has two wires each, there is no power at all going to them. Also, I noticed that with the switch in the on position that the white circular part on the front of the switch is becoming extremely warm? I am going to parts store today to purchase a new headlight
switch, and I hope this fixes my no headlight issue.

 

Probably is the switch...... I would have checked for power at the headlight to verify it is not the headlights.....
As you already know, there is no relay. All power goes through the switch, and IMO is not a good idea.
Myself, I am in the process of running the switch power to a relay and then heavier wiring from the relay to the headlights...

 

I second 93_ragtop. Shucks, I built my own (4666/4666, then used a 4666/H4 adapter to the Hella kits I have in the front of my 1988 ... )

RwP