There is a wiring diagram for the J63 in the vault:
www.matrasport.dk/Cars/Espace and look for Renault_Espace_J63_elektro_schema. It's not entirely clear, and not always accurate (for my 1994 car) but it's much better than nothing. The mysterious numbers in the diagram match up with the ones in my Haynes manual
According to page 168, the relay (237 "twin headlight relay") powers just the main beam lamps on one side. Both dipped headlights and the other side's high beam are powered directly through the steering column switch (209 "Horn and lighting switch"). If the two instrument panel indicator lamps are not working as well as the headlamps, either the fuse, the control switch, or the wiring from fuse to column to indicators have failed.
If the fault were further down the circuit, the instrument panel lamp would turn on, even though the headlamps didn't. Each headlamp unit has its own earth, so if both aren't working it is unlikely to be an earth fault.
My car's steering-column light switch failed a few years ago -- main beam headlamps would flash but not stay on. Replacing this switch wasn't difficult. I think I removed the steering wheel and the plastic covers around the steering column to get at it. I haven't had your headlamp fault, though (yet).