You didn't give the year of car...there was a big change in the headlight circuitry in 86. Pre-86 the headlight switch carried all the current and is a well documented source of intermittent or dead lights, due to burning of the internal contacts. Volvo put a relay in the circuit in the later cars, and the burnout problem moved to it and its harness connector. Check whichever applies.

And don't assume that non-blown fuses are "good". They develop corrosion at the point where they contact the holder and won't pass adequate electric current. Twist and wiggle the appropriate ones and see if you get the lights you want. If this works, disconnect the battery and remove all fuses and wire-brush the holders and lightly scuff the fuse ends with fine sandpaper, because the rest are just waiting to cause problems.
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Bob (son's 81-244GL B21F, dtr's 83-244DL B23F, 'my' 94-944 B230FD; plus grocery-getter Dodge minivan, hobbycar 77 MGB, and a few old motorcycles)