I would check that all the grounds are good, the headlights are grounded via the combo switch on the steering wheel (likely to the main cab ground point in the driver's side kick panel). If that connection is bad, the headlights could be finding ground through the tail lights. Otherwise, with all the bulbs out of the affected circuit, check for continuity between any of the lamp socket connections (there should be none). If you find continuity, then there is a short somewhere in that circuit.

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