My 1st bit to check would be the yellow wire coming out of the light stalk. As the dim-dip system works when you have the light on pos1 and the ignition on, the relays themselves are okay. If you check the yellow wire and it has +12v when the stalk is on Pos2 and the ignition on, then try @ the fuses, then work down the line that way. If you have no power on the yellow wire, change the stalk.

Warning, the relays can be awkward to check as the dim-dip system changes the lighting system so that the dip beam bulb gets the equivalent of 6v as the relays alter the earthing system accordingly, which can show up as a fault if checking with a multimeter.

If you are worried about relays, change the small 10a rectangular relays @ the back of the fusebox (either white or brown). The dip beam side is normally a small blue relay next to it. Be careful when replacing, as these relays are NOT interchangable and I have seen a MK4 Escort with the same system actually smoke the loom as the owner put a blue relay in the place of a brown relay then turned the lights on. Earth met +12v with no resistance inbetween, fuse didn't blow as power was coming from onboard busbar, billowing smoke soon to follow.