Good advice - to check the wiring and connections.

Check headlight grounds also.

The ground for left side lights is a wire to a screw on the electrical "rail" inside the fender, just behind the battery.

The ground for right side lights is a similar wire, but it is grounded on inside fender wall behind the windhield wash fluid reservoir. I had to remove the reservoir to get to that ground screw. Leave all the hoses etc. connected; just move it out of the way a bit as needed.

It's true that the bulb failure relay can fail so that it does not pass the current out to the bulbs; you can bypass it as Farm Boy described.

High/low relay (step relay) behind the battery can click and still not do it's full job; it's more complex than most relays. However it has a single circuit for left + right together, so I don't suspect your relay.
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Sven: '89 245 NA, 951 ECU, open-front airbox, E-fan, 205/65-15's, IPD sways, E-Codes, amber front corner reflectors, quad horns. Wifemobile '89 245 NA stock. 90 244 NA spare, runs.