Double check you wiring as the diagram appears incorrect for the operation of the relays.Relay will just switch power to the lights and your diagram has the high and low beams on together. You will need a change over switch for the lights to switch from low to high. A change over switch will take 3 wires. In your drawing the Blk/Yell will go to the center pole of the switch and the Blue and White will go to the outer 2poles.