First of all, thank you to everyone (especially Claes for the diagram info!)who responded to my posts. I wanted to provide an update in case anyone else experiences a similar issue.

My problem (no passenger side headlight, bulb and fuses are good, voltage was present) was traced back to the Central Electronic Module. The unit is stamped 38859699 and is located behind the driver’s side kick/fascia plate.

The issue is likely a faulty relay, or at least a dirty contact, but these are solid state onto the board, so I had to replace the unit entirely but may delve into it deeper at a later time.

I was fortunate to find a CEM from a 2001 S40 stamped 30896697 (local junk yard, $25) which according to some sources supersedes mine. According to VADIS “Before renewing the central electronic module, read out all settings via VIDA car communication.” Further, upon completion it notes that you should “Reset the settings from the Central Electronic Module (CEM) functions via VIDA car communication”. For obvious reasons I didn’t do either of these, and simply plugged the replacement unit in and the headlight now works fine. I will keep you posted should a new series of electrical gremlins emerge.

Thanks again for all of your help. If it were not for services like this I would have gone to the dealership and easily dropped hundreds more.