Buy a multimeter or test light and track down the issue. Start off by testing for power at the headlight fuse, if there is no power at the fuse you know there is a prolem in the wiring before the fuse. Then test for power at the headlight switch, then power at the relay, then at the lights etc.
Just to clarify, the headlights stopped working at the time you replaced the "bear" (lol grrrr) wire and melted relay? And not at the time that the bare wire and relay actually burnt out?
If the issue first began when you started replacing stuff then it's most likely you have stuffed something up, try going back over everything and making sure it's all wired up correctly. Goodluck!