1) Your headlight - disconnect the connector to the bulb and check the connector plug for tarnish or corrosion where the bulb pins go in. Use a flashlight to inspect the brass inside. While you are at it - check to make sure the two sides of the connector are not spread apart too far to cause an intermittent connection. Since the low beam never goes out - use that connector to check the hi beam one. - If there is corrosion in the connector - get one of those orange sticks that ladies use to sand their nails and cut it to the same width as the pin of the bulb and use it to sand the inside of the connector to clean up the brass. Then use a small screwdriver to push the two brass pieces closer together. Should cure the problem.
2) steamy exhaust - I only drive my 560sel in the summer and after sitting for a a few weeks or months - I get the same thing until the engine is at full temp for a while (15 minutes). Take it on the highway for a liesurely drive and when you return home - it will be gone. Normal. Always remember - the colder the temperature outside - the more steamy exhaust you will see. Up here at below freezing temps - you always get the steam as long as the car is running - diesel or gas. You are just seeing the condensation from combustion. Don't worry.