1995 Escort GT - No Headlamps

Hey Guys,
My bro-in-law has a 95 Escort GT and the headlamps won't go on high or low. Side markers work and so do the blinkers and flash to pass switches on the multifunction switch. Bulbs and fuses check out OK.
Looking at the schematic the multi-switch is actually two seperate switches, one side for flash to pass and the other for the main light switch. Both sides are wired into the headlamp relay, could one side of this relay be bad?
He replaced the multi-switch with one cannabalized from another steering column, cleaned the contacts, no luck, same problem. So I'm thinking headlamp relay, any takers?
Is it also possible that the parking lamp relay be the culprit?
Thanks!
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