High probability it is a relay. BUT, not sure if that configuration has a relay per side or if one relay is for high and the other low.

When you look at the relay, it will give a description of the actuating coil and the open/closed connections.

Apply 12 volts to the actuating coil and see if the relay opens and closes as it should. Generally the relays are in a normal open state and close when 12 volts is applied to the coil.

If the relays are okay, the next step is to return to your headlight switch to see if it is functioning properly. Pep Boys used to have a relay tester.

The headlight switch is prone to corrosion and dust that will cause problems. As you have lost low but have high, it is possible the low connections in the headlight switch (or connector) are at fault.