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There is a relay, but it's common to both left and right headlamps and both low and high beam. I looked at the diagrams and they did a radical change to their wiring(compared to the way Ford and other American OEM's did their wiring). They are wiring them like some of the foreign vehicles are wired, sending 12v to the bulbs all the time through the relay, and then using the headlight switch to ground the bulb to make it come on.
There is a headlight relay in the underhood fuse box. From there it goes to two fuses in the same box, one for left and one for right. From there the 12v feeds both low and high beam filaments in the headlight, and then the ground for both lowbeams are tied together and grounds for both high beams are tied together and they go to the headlight switch where the switch grounds the selected bulb and turns it on.
From your description, it sounds like there is something wrong with the headlight switch or the wiring to it.
My father also drove a Ford Escape 2002. I did a test, with his relay. Same problem. I start thinking about the switch (on the arm in the vehicle). Because the small blue light does not illuminate.
If it was the relay, the little blue light should also light, without passing current to the lights.
On the small arm, the column (steering wheel) there is a switch. I think he is the problem. I hope so because otherwise it will be expensive to make checks garage.
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