My headlights won't work when I turn on the switch. But when i connect a straight wire from the body of the car into the relay area that controls the headlights, it will work fine

https://www.fixya.com/cars/t8706315-2003_gmc_yukon_xl_denali_low_beam

Drl only work in daytime not at night ???? Daytime running lamps are only suppose to work in day light hours . Low beam & high beams ? none of these work at night ?
Headlamps
The headlamps may be turned on in two different ways. First, when the driver places the headlamp switch in the HEADLAMP position, for normal operation. Second, with the headlamp switch placed in the AUTO position, for automatic lamp control (ALC). During ALC the headlamps will be in day time running lamp (DRL) operation in daylight conditions, or headlamp operation in low light conditions.
Headlamp ON/OFF control is determined by the body control module (BCM) by a signal on the headlamp switch on input circuit when the headlamp switch is in the HEAD position. When the headlamp switch is in the AUTO position, the BCM determines headlamps ON/OFF by the voltage from the ambient light sensor.
If the headlight switch is left in the ON position, the inadvertent power control feature will turn off the headlights approximately 10 minutes after the ignition switch is turned to the OFF position. If the driver places the headlight switch in the ON position after the ignition switch has been turned OFF, or if the ignition switch is in the ACCY position, the headlights will remain on until turned off or the battery runs dead.
The high beam indicator is illuminated when the instrument cluster receives a class 2 serial data message from the BCM that the high beams are illuminated.

Do you know what the BCM is ? Do you know what DTC'S - diagnostic trouble code's are ?
DTC B2575
When the body control module (BCM) senses a request for low beam headlamp illumination, the BCM sends a ground signal to the low beam headlamp relay through the headlamp low beam relay control circuit. The headlamp low beam relay will apply voltage to illuminate the headlamps.

Low and High Beams Headlamps Inoperative
Step
Action
Yes
No
Schematic Reference: Headlights/Daytime Running Lights (DRL) Schematics
Connector End View Reference: Lighting Systems Connector End Views or Body Control System Connector End Views in Body Control System.
1
Did you perform the Lighting System Diagnostic System Check?
YES - Go to Step 2
NO - Go to Diagnostic System Check - Lighting Systems
2
Place the headlamp switch in the ON position.
Change the dimmer switch position from the high to low beam positions several times.
YES - Does the headlamp system operate normally?
NO - Go to Testing for Intermittent Conditions and Poor Connections in Wiring Systems
Go to Step 3
3
Are both high and low beam headlamps inoperative?
YES - Go to Step 4
NO - Refer to Headlamps Inoperative - Low Beams or Headlamps Inoperative - High Beams
4
With a scan tool, observe the headlamp switch parameter.
Does the scan tool indicate ACTIVE? YES - Go to Step 7
NO - Go to Step 5
5
Connect a test lamp between the ground circuit of the headlamp switch connector and battery positive voltage.
Does the test lamp illuminate?
YES - Go to Step 6
NO - Go to Step 9
6
Test the headlamps switch headlamps on signal circuit of the headlamp switch for a high resistance, an open, or a short to voltage. Refer to Circuit Testing and Wiring Repairs in Wiring Systems.
Did you find and correct the condition?
Go to Step 12
Go to Step 8
7
Inspect for poor connections to the BCM. Refer to Testing for Intermittent Conditions and Poor Connections and Connector Repairs in Wiring Systems.
Did you find and correct the condition?
Go to Step 12
Go to Step 10
8
Inspect for poor connections to the headlamp switch. Refer to Testing for Intermittent Conditions and Poor Connections and Connector Repairs in Wiring Systems.
Did you find and correct the condition?
Go to Step 12
Go to Step 11
9
Repair the ground circuit of the headlamp switch.
Did you complete the repair?
Go to Step 12
--
10
Important: Perform the setup procedure for the body control module.
Replace the body control module. Refer to Body Control Module Replacement
Did you complete the replacement?
Go to Step 12
--
11
Replace the headlamp switch. Refer to Headlamp Switch Replacement
Did you complete the replacement?
Go to Step 12
--
12
Operate the system in order to verify the repair.
Did you correct the condition?
System OK
Go to Step 3

Not sure I follow you.
Since 2000 most GM models use the dimmer switch and headlight switch to ground the lights instead of providing power.
The headlights get power from fuses for left and right, control is on the ground circuit side. So the ground wires go thru the dimmer then the headlight switch to complete the circuit.
The body control module grounds the headlight relay.

It's grounding out after there open trace the wires looking for exposed or broken wires. Or run new wires

The body computer controls the headlight relays based on input from the switches. There is a relay for high beam and one for low beam in a power distribution module in the engine compartment.
I don't know if the relays are available without buying the entire module. One of them could be stuck on.
You may need a shop manual to get the wiring diagrams and procedures to test the circuits.
In the mean time you should be able to pull the 50amp fuse for the headlights.

You may need to find a wiring diagram to troubleshoot this - - the body computer is involved since it controls the high and low relays.
Do the lights go off if you unplug the relays ?

check the fuse in fuse box for the headlights....

First check the headlight relay by changing it with one of the same number in the fuse panel.If it checks out ok then you have a faulty headlight switch.

the multi funtion switch is bad on the coulm

Hi, try disconnecting the connector from the headlight switch. If this doesn't turn the lights off, the problem is the body control module. If disconnecting the headlight switch DOES turn the lights orff, replace the headlight switch. You can probably get a used body control module from a salvage yard. They may also have the headlight switch, but you can get those at your local parts chain. To access the switch, pull the bezel straight out as shown below. The BCM is behind the fuse panel as shown below. Please let me know if you have any questions, anmd thanks for using FixYa.