Welcome to the Vulcan madness dangler.
Electrical gremlims are not my strong suit, but I will tell you what I can.
Here is a link to a free service manual. It is big, so save it after the download.
Link to wiring diagram for junction box (JB), which has a headlight relay.
IIRC, in the 10 pin connector on the JB, there is a blue wire at pin #13 (in the diagram above) that connects to the headlight relay. To test the relay, or as a quick fix to get home in the dark, try this procedure. If you pull that blue wire and connector out of the plastic retainer, and put it into the empty space next to it marked by the "O", the headlight should have power.
That pin has power as soon as the ignition switch is turned on. The headlight relay does not close, to light up, until the starter button has been pushed (and the alternator starts to charge too, I think).
The JB is not designed to be taken apart and repaired, just replaced if any components fail. slimvulcanrider has been working on a rebuildable JB, but has not posted much about any progress or sales lately. He moved this summer and is training for another deployment as well.
I think I read a few weeks ago where one member has rigged up a separate relay with a manual switch, to power his headlight.
When you get power to the headlight again, you might consider the HID conversion the lance328 recommends in post #8 here: