Sorry for the delay, I was VERY sick last week and forgot that you posted a request for more info. OK, after checking the ETM, seems like all '92-'95 Montero's here in the US use a grounding point at the backside of the battery area, on the inner side of the l/f fender for grounding the headlight switch. And yes, it's a ground switch, so that header junction which is the ground point next to the battery probably has multiple black wires going to it. Remove your battery if you can't get good access to it, but it's there that the headlight circuit ends.
Mitsu calls it Ground Point #3 in the ETM
For the rest of the circuit, it runs like this on the power side for your headlights[maybe for your '97]
Power out of fusible link at battery, goes to headlight relay, which is located in the relay box next to the battery . Grounding for the relay is fed directly to the headlight switch, and once the power out from the relay passes through your headlight bulbs, it ends up at the headlight switch, waiting to be connected to ground via the switch to that ground point on the inner side of the L/F fender.
Hope this helps you out.