Try putting the factory bulb back in the driver's side and see if it is
still out. If you don't have the factory bulbs anymore swap the blue bulbs
left to right and see if the problem goes to the passenger side. If it is a
bulb problem you don't need to troubleshoot the relays.
The blue bulbs that people buy to replace the factory white bulbs do not
increase light output. The only reason people buy them is for looks. They
look more like the super-expensive HID lighting systems found on high-end
cars, but they actually produce more glare and less usable light. If you are
more concerned about the way the headlights look, then use them. If you want
to be able to see better, get a good quality white replacement bulb like
Sylvania Xtravision.