Ah, there's the problem. You're using a relay that's not compatible with the VClassics wiring diagram.

The 240 headlight relay is meant to be triggered by a momentary switch, not a rocker -- steady voltage applied to it tend to burn them out.

It works momentarily every other time because it's a bistable relay, meant to switch between two outputs (high and low beams). You're solenoid is getting momentary power from one of those outputs. Next time you turn it on, the relay switches to the other output, where nothing is connected.

Your simplest solution is to get a simple, on-off relay from your generic auto store and use that instead of the headlight relay.

Save the headlight relay, because there's a cool thing you can do with it that moves the high-low beam dipper from the floor switch to the turn signal stalk...