First, make sure all your grounds are perfect and clean. That's a 00 gauge ground cable and 00 gauge starter cable. Body to frame ground, etc. Take them off and wire brush all the terminals, connections, etc.
Make sure all headlights are grounded, too.
You can temporarily use jumper cables to ground everything and see if the headlight come on. If they do, go back and fix all your grounds.
I'd also hot wire the headlights to make sure that the lamps work. If they do, just work your way back through the circuit to find the problem.