Headlights not working

Recently bought a 2004 model second hand.
A couple of days ago, there was a short delay (10-20 seconds) after turning the headlight switch on before the lamps lit up.
The next day, they didn't go at all. Since then, I once had them come on after 10 minutes or so of driving, but otherwise nothing at all. If I pull the switch inward (to flash) then the high beams come on as they should, but pushing it out to lock the high beams on does nothing.
I have checked the following:
- Fuses are fine
- Checked continuity on the lamps, they are fine (Halogens, so not a ballast problem)
- Disassembled and cleaned contacts on the light switch, does not appear to have solved the problem.

Two things puzzle me:
1. The head relay is not in the fusebox where the Toyota schematic shows it should be. The slot is empty. Anyone know where it is?
2. Voltmeter shows +12VDC on BOTH terminals of all the light fittings, whether the switch is on or off.

If I could find the relay, I could just replace it to check that for a start, then maybe move on to replacing the switch...
I think I'm having the same problem as you mate Re: My recent post for 2006 Corolla. I'm guessing it's a relay problem as well but can't find the relay.
There is a fuse box under the steering wheel and a relay box under the hood on the driver side covered in plastic, not sure what any of the relays are
Problem solved, actually there is no relay in fuse box or anywhere.
The problem is from the switch it self.
Hi daft question are you referring to the indicator / headlight stalk which sits at the steering wheel

I have problem the main beam (not high) don't come on .... side lights high beams work
I think this video explains some
I think the cause would be keeping your car in a very hot places (expose to sunlight for a long time) which will expand this copper sticks and do some misalignment. I had this issue after I parked my car outside in a very hot day. Check youtube for tutorials on how to remove steering wheel covers.