Ok what now

For the last two weeks I have not been able to get my headlights on to my 1987 240 dl volvo. I have checked the relay and it sounds and feels good. A good click sounds when you flip the low/high beam switch. The fuses in my car are good, and just to be sure I cleaned them anyway.I bought new bulbs and put them in. When the car is in a accessory mode the light's come on just fine. Low/high and stay on. As soon as I turn the engine over it goes out. They will only come on when I hold the switch back to flip between low/and high beams. But again like I said when the car is on accessory mode the light ****/ and light switch to change low/high work fine till I turn over the car engine and it goes out?