Relay swap is the quickest way to start trouble shooting. Then check voltage coming out of the switch that feeds them, followed a painful and slow check of the grounds.
I made the leap to LEDs and can't be happier. No relays to worry about, plug/play and did I say bright? Didn't think it was possible to have functioning lights on our old SCs. Looking at getting another pair for my '64 TR4.
https://www.lasfit.com/collections/h4/products/ls-plus-series-9003-h4-led-headlight-bulbs