Your goal is sort of an oxymoron. The purpose of adding a relay to operate the filaments is to move the loaded circuit to one that is more capable, which means removing most of it (except the relay coils) from the original headlight wiring. The only problem with that is, the lamp out sensor works by comparing the current draw of the L cicuit to that of the R circuit, meaning the current has to flow THROUGH the sensor and original wiring.

You can easily add relays and keep the light off by moving the Volvo wire going to each headlight filament to the coil (#85) terminal of a common Bosch relay and ground the other side of the coil (#86). Connect the N.O. contact (#87) of each relay to the battery through individual fuses (or tied together and fed by a common fuse). Now connect the #30 terminal of each relay to the filament whose wire is on its #85 terminal. Example; If the factory left low beam wire is connected to the #85 of relay "A", then #30 terminal of that relay goes to the filament of the left low beam lamp.

Your bulb out system will continue to monitor the car's other lamps, but will no longer be able to detect a failed headlamp.

Prewired connectors are available for these 5 terminal "cube" relays to make the job easier.