The power feed for the headlight relay should be the hot wire on the alternator . this way full charging/battery current will always be supplied to the headlights and they'll be nice & bright all the time .
I'm surprised Hotrod didn't mention this as he's obvoisuly sharp on 'lektrikery .
I've never seen an add on typ headlight relay that didn't contain fuse or CB .
NAPA sells nice ones , they used to sell 6 volt ones too , sigh .
Of course you know to smear bearing grease on the ground wires you cleaned up.....