I had the same problem and after a few days of pulling my hair out called out an auto electrician to come and look it over for me.
He explained that within the fuse box some of the fuse terminals are connected with little metal strips and that these can brake quite easily if the fuse box is roughly treated. He then proceeded to solder extra wires between right and left headlights at the fuse box end and they work fine now. Not that helpful I know but could be worth looking into.
Cheers,
Andy
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