Hello, just wanted to let you all know how to fix a dead headlight on the 1st gen Volvo S40/V40. Maybe even other similar models. This is in the event that your bulb and fuse are fine. The headlights are automatic and wired to a relay.

Some genius decided to make the auto headlight relay soldered onto the CEM module under the steering wheel.

You can find it after stripping the plastics, and it should be clearly labeled in some corner.

Opening it reveals all these relays. You need the center 2. They are 12V SPDT 1 form C. The center is for the right headlight, and the one next to it (the orange one I put there) is for the left headlight.

Barely a buck/euro in parts cost. My fingers froze while opening the car though.

Of course, Volvo could have made these easier to replace, but they did last a fair bit either way.