Oh... no ! I am very serious to resolve this issue. I think I might have found out the problem ! I didn't put a sleeve on the stalk switch. I geared it to the high beam position and that did it. Its always nice to see bulbs are coming on day and night as I was thinking of DRL relay problem. It seems that the plastic or rubber used on the stalk switch may be either too small or it has a coefficient of contraction unsuitable to make short circuits or so. I will be monitoring the condition today when the temperature dips well below zero.
Thanks for helpful remarks and pointing to the right direction.
Tech