That sounds like the switch itself has failed. Take a look through the attached pics. They show how to test the switch. You will need to remove the switch to check and have use of a multi meter.
Here are a couple links you may find helpful:
If you look through the first three pics below, they provide the test procedures for the switch. If you are not sure about something, feel free to let me know.
Here are the directions for removal of the switch:
1996 Ford Truck Explorer 4WD V6-245 4.0L
Vehicle Sensors and Switches Sensors and Switches - Lighting and Horns Headlamp Switch Service and Repair Procedures
1. Disconnect battery ground cable.
2. Remove instrument cluster finish panel.
Fig. 8 Headlamp Switch Replacement
See pic 4
3. Remove attaching screws and switch from cluster finish panel, Fig. 8.
4. Reverse procedure to install.
Let me know what you find, if you have questions, or need help.
Images (Click to enlarge)
Friday, October 9th, 2020 AT 11:33 AM