See if this wiring schematic helps you. It's for a 97, but I don't believe anything changed wiring wise.
The bulb contains two filaments with high and low beam functions inside of the same bulb casing, so from that I'd assume that the bulb is fine, but nothing says you can't pop it out and give it a quick shake or inspection.
There are 3 wires in the headlight harness, ground, low and high connectors, and if they're working, I'd guess it could be the light green+black cable between your lights and the dash/headlight junction on the left side of the engine, or from that junction to the headlights, who knows, maybe the last time you switched bulbs the little metal contact in the headlight harness was pushed back.
According to my diagram, the light grren/black wire goes from the switch to a splice. From one end of the splice to the indicator and the other end to the headlights. So if my indicator is working, that says the problem is between the splice and the headlights. However, I cannot find the splice. So weird.
Just checking,did you ever find that splice? I'm actually trying to find it myself.I think it's up in a large main wire harness that's just above the steering shaft but below the gauge cluster.The wire for the indicator bulb in the cluster is a gray/white,but somewhere in between it changes to the lt green/black wire.
The reason I ask,there's a guy I have been trying to help in the v6 forum (96).He has the oppositte problem.His indicator lamp wont turn on but the brights do.Switch was replaced,bulb and socket swapped out for known good one (still no go),gauge trace checks out fine,but when voltage is checked at grey/wht wire going into cluster,only a few mV showed up.Any ideas here? Guy's gotta pass some state inspection.