When I had a very similar problem it ended up being the positive connector in the moulded bulb plugs. Both went out within a very short time of each other and I only figured that out after going through all the other motions of R&R and testing. Seems like a crazy coincidence but that's what it was!

Cut out the originals and replaced with some generic aftermarket and never had any problem since.

Might be worth it to remove the headlight bucket's back cover and pull and prod the wiring leading into the connector as a quick check.