That wire is spliced inside the harness under the dash.
Here is the power path for the headlights: 20 amp head light fuse to head light switch, through the head light switch to the dimmer switch on the column, from the dimmer switch out to each head light.
So first thing is to check the fuse, then clean the fuse contacts.
Next get a meter, set it to DC volts, ground the black lead and use the red lead to test for voltage at the following places. Place the red lead on the RED wire going into the head light switch. This should have battery voltage at all times. No power? Check the fuse!
Turn on the head light switch. Place the red lead on the Red/White wire coming out of the switch. You should read battery voltage here. If you do switch is good, if you don't switch needs taken apart and cleaned. Leave head light switch ON for more tests.
Find the 4 pin connector going into the column that has a RY, RG and WB wire going to it. Don't unplug it, you will probe the back of the connector. Insert the probe alongside the White/Black wire to touch the terminal inside the connector. You should read battery voltage. (This WB wire is connected to the Red/White wire from the head light switch) Next probe the RY wire in that same connector. If the head lights are in high beam mode this will have battery voltage on it. If it does not, make sure the Hi/Lo beam switch is in the High Beam position, and check again. No voltage means switch is bad or needs the contacts for the dimmer switch cleaned. Check the RG wire also while here. It should have battery voltage when the Hi/Lo switch is in Low Beam position. If you have power at both but the head lights still do not work then go out under the hood and check the voltage at the head light connectors. You could have a corroded socket connection or simply a bad head light bulb.