Peter,
You do not have the headlight mod. Your electrical bay photo shows a stock 08 bay. The stock headlight circuit uses 2 relays, K1A the headlight power relay (think it's one on upper left of your photo) and RLH30, the Hi/Lo beam relay (the one on your PC board). Not sure which one you swapped out but in any case, be sure new relay has same # of blades as original.
Note that ignition must be ON for headlights to work. Marker and other lights will work with ign off. To locate problem, with ign on and headlight switch on, you should have 12v+ at pin 1 of K1A. (Pull relay to check pin 1 receptacle). If not, you have a bad hdlight switch or Fuse F58 is blown. If you have 12v at pin 1, replace relay and check pin 86 of RLH30. you should have 12V there. If not, K1A is probably bad. If you have voltage there and no headlights, either the relay is bad or you have a bad dimmer switch. If you have voltage on pin 30 of the relay (with relay installed), it's the dimmer switch.
Diagram can be located in Coach Assist; 2008 Contessa wiring diagrams (zip file).
Steve