Chatty I have looked at that diagram 3 or 4 times. I am not sure where you got it but I can't see how it will work. It doesn't look right to me.
The positive of the high beam should be connected to the + or to the switched low beam + if high and low can both be on. Then - of the high beam should connect through the high beam switch to earth. The relay 85 and 30 ins should should go + and 86 to ground.
Maybe I am missing something.
I stole it from the web site for a nationally recognised (expensive) brand of driving lights (no, I'm not going to say which brand).
It does take a bit of getting your head around, as there are some missing links.
The positive from the headlights should be shown as going all the way to battery positive (presumably fused) and the negative from the headlights should be (vehicle) switched.
That done, the +ve to the relay coil is always energised, but the -ve is switched on (that is, the -ve is connected to ground) with the headlight negative.