Yep there's a high/low beam relay, it's the one labeled 'Headlight' in this picture.
You should be able to hear/feel it click when changing between high and low beam.
Try removing the relay to see if its contacts are corroded, give it a few taps incase it's stuck, try switching the headlight stalk between high and low beam heaps of times incase its contacts are dirty, etc.
Check the fusebox while you're at it because those cheaply made torpedo fuses are the worst inventions in the world. They can appear to be seated properly but only the plastic makes contact.
Once or twice I've turned my headlights on at night and only the super dim parking lights have come on, the dipped beam was still sleeping. Flick the switch a few times, drive over some bumps etc and it comes right again.
When I had my car in for rust repair and it went several weeks without being started, the battery drained. We push-started it, but once it fired it stayed there sputtering while the thick exhaust smoke changed through half the colours of the rainbow!
After that it was OK though.