That's what I'm going to check. Suspect bad/ dirty pin connections.if you are saying dipped beam work ok, but when push the indicator stalk for main beam you get no lights at all ?
pop the lights out again and clean up the 3 spade plug (bend the H4 bulb tangs slightly so that they are under tension in the spade connectors and more likely to make good contact)
also go over the ganged earths plus ganged 12v feeds which are behind the grill tucked up by the bonnet catch. these are horrific bullet connectors set up
Luckily you can get replacement smoke...Whatever you do, don't let the smoke out of the wires!
I bet the wires jumped off by themselves just to screw with your mind.