"Left dipped headlight" warning, good bulb doesn't light

Hi folks. New here, first post.

I have a 2003 A4 Avant. 80K miles, few problems so far save for a dead fuel pump just inside the warranty.

I replaced the headlights last October or so, don't have my notes handy to tell you the brand. A few weeks ago, the "Left dipped headlight" warning appeared again on the dash, accompanied by no left low-beam output. I removed the headlight to find a good bulb (good visually, has continuity).

I haven't bought a Bentley or other service manual yet. Can you point me to fuses or relays I should check first? Any possibility it's a failed connector or issue in the wiring harness? I saw the post suggesting that the grounds should be checked, haven't gotten there yet. I sort of doubt that's it, because the high beam works fine.

Thanks

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