Did you do this first?
Take off Hi and Lo wires at dimmer, leave the hot wire on, turn on headlights, see that dimmer terminals show hot on each terminal as you push the dimmer switch, and that the indicator operates correctly. If all is good there, then obviously the problem is after the dimmer.
You say that harness has a wire from the dimmer Hi output to the lamp. Are you sure about out that circuit?
It now seem like you and others think your only problem is the indicator lighting on both Hi and Lo. I thought there were bigger problems?
