Check all the fuses first, specifically the DRL#2 fuse. Use a test light/ or DVOM to make sure it has power, dont just look at it.
If it is ok the next thing in line is the DRL#4 relay. You'll need the repair manual on how to test it.
Other than those 2 things your pretty muchout of options.
Like i said before.
#1 check the fuses
#2 replace the bulbs, its the easiest thing to do
#3 check the relay
But your not complaining about the DRL not working, so I would assume that the FUSE and RELAY are good.
The high beam indicator is also connected into 2 headlight fuses
15A
HEAD
LH
(UPR)
&
15A
HEAD
RH
(UPR)
You said the indicator work, so that leads me to belive that these fuses are also =ok
Attached is a wire diagram of the headlights and DRL and how to test some components
Hope this helps
Please let us know what you find
Happy holidays
p.s. I think it is the bulbs myself