My car's headlights are slow to come on when it is cold. if it is -10 below, it takes about 10 seconds for the headlights to come on.. in the spring time and the summer, they work as normal... I am thinking that it is the main headlight switch, but now that you speak of the combination switch... it no longer holds in the left or right turn signal position, so It will be rewarding to replace that and see if it helps the headlight when it is bloody cold out..
Jason

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46 WDX Power Wagon

84 300TDT daily driver