Just looking to confirm, after searching the forum , that the most likely root cause is the headlight switch.
The turn signal switch does not click (when I try to move it forward or back) so I think this may be a problem but I can’t remember what it did before I had this headlight problem. The high beams will come on while the switch is held back though. Everything I found on the archives said if the lights came on while holding the switch back it’s the headlight switch.
I plan on ordering the headlight switch today.

Just to confirm for the forum the fault on my car was in fact the headlight switch. When I tried to unplug the back of the switch from the cars wiring harness, half of the switch came off in my hand.

I installed a new switch and the headlights work perfectly.

My local Indy Volvo shop want to charge around ~115 to diagnose. The switch was $75. If you have this problem on your care I think replacing the switch first is well worth the gamble.

For future diagnostics sake: On my car the parking lights still worked, and I could flash high beams with the turn signal stalk. Fix is the headlight switch on the dash.

Take Care,

Will

At the risk of being simplistic, I have found that if the headlights are not turned on I can only get the brights to illuminate by holding the stalk back. If you have moved the little screw so your headlights are continuously on the switch still must be turned up to the on position for the brights to hold on. If you've already gone past this please excuse this post.