I haven't checked a Micra, but usually a car's headlight
earthing is done through the light body directly to the car
body.  Usually they'd be held together by screws, and corrosion
at that point could cause your problem.

The headlight bulb itself will have an earth wire, usually
short, connecting to the body (whether light housing or car
body) somewhere.

With the fault condition evident (lights switched on, but
unlit), a bad earth will result in a 12V potential between the
light body and the car body.  You should be able to detect this
with a multimeter.  Alternatively, a small bulb connected via
leads between bare metal on the light body and the engine block
will light (if there's an earthing fault).  Alternatively
again, connecting a wire from light body to engine block would
see the lights come on (while it's making contact at each end).

It's possible, but I'd be surprised if the separate left and
right lighting circuits diverge within the stalk.  I'd expect
them not to diverge until the fusebox.  They'd need to be
separate within the stalk for the stalk to be implicated.

John