All of the external lamps go through the lamp-out warning module. This is the longest relay in the fuse/relay box, on the left (driver) side of the 3 columns of relays in the box. I would check it last, after checking the lamps and their sockets, the fuses (replace the fuses with new ones just to be sure), the combination switch on the steering column, and the light switch itself.

Note that the headlamp circuits in your car use fuses 2, 8, 13, 14, 15, and 16. Check them all.

When you have the problem of the headlamp not working, do you get a lamp-out warning in your instrument cluster?

Jeremy

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"Buster" in the '95

Our all-Diesel family
1996 E300D (W210) . .338,000 miles Wife's car
2005 E320 CDI . . 113,000 miles My car
Santa Rosa population 176,762 (2022)
Total. . . . . . . . . . . . 627,762
"Oh lord won't you buy me a Mercedes Benz."
-- Janis Joplin, October 1, 1970