Assuming you have checked that the battery connections are good the next thing to check is the large plug that goes to the dash on the left side of the cowling. Not being plugged in correctly, corrosion and bent pins are things to look for.
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I assume you have no headlight relay kit installed. Once you found the bad connection and fixed it I strongly recommend adding relays for your headlights to reduce the current going thru various connectors that have a tendency to oxidize (and/ or corrode) and then get hot and eventually have no connection.
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