warning canceller

HIDs are a different load to other lights. Your detection circuitry still expects the old load (current) - especially at higher voltages (when HID current reduces). If you could find the sense wires and replace with a substitute voltage.... I don't know if those cancelers would work - a cap suggests noise or pulse suppression.

Something is sensing that your original headlights are not functioning correctly. That requires a sensor.    It will be in the "Bulb Power" lines that you have changed (ie, one now disconnected, the other to the relay). The "Warning Canceller" you pictured pertains to be a capacitor. A capacitor in series will block DC, or in parallel (across the load) will filter (remove) high frequency signals. So where did you place them? Does it block a DC signal from the "faultly headlight" sensor, or filter out serial communications or tones sent from it? I am presuming the cancellers are placed between the sensors and the car's brain - but they might work some other way. What are the cancellers specifically for, and what are their instructions?    And FYI - if you had separately fused left & right headlamps, you should use 2 relays - one from each "bulb power" to their respective ballast so that a failure on one side doesn't take out the other (ie, blow its fuse). And be aware, I am not experienced with modern car implementations.

basically  the relay supplies the power. I only used 1 headlight plug as a trigger for the relay. The other headlight plug is not being used.

The only place I can install them is here, https://img706.imageshack.us/img706/751/relayinstallguide1.jpg

Testing is the key

That doesn't answer my questions. Where did you install the Cancellers? (And what are they supposed to cancel, and be installed?) And yes - a relay connects things. In this case power from the battery to the HIDs. There is no reason you cannot get another relay to have one relay for each ballast controlled from each "bulb power". Both relays will get their power from the battery - via a fuse I hope!! I suspect the kit you bought is cheap. I'd expect a quality kit to include or inform about the battery-relay fuse; the optional 2nd relay for independence (if the vehicle is wired that way); and about modern monitoring systems (ie, alerts & alarms).     Some cars won't let you drive with a headlight fault! (Sometimes even in daylight!)

Here is a video to show you exactly what I did. The only thing I added were the warning cancellers BETWEEN the relay and the ballast and yes it is fused

The message is on my cluster saying to check left headlight and check right headlight.

http://www.vvme.com/page.html?chapter=3&id=32   <------scroll down to   5.Relay Harness Installation

Testing is the key

So nowhere does it mention warning messages might occur, nor signal/fuse redundancy, nor that your optics are not designed for HIDs and therefore are probably annoying other drivers or illegal. I can't see how putting those defeating caps where you have could possibly suppress any vehicle warning messages. Between the relay and ballast has nothing to do with your vehicle's sensing system. So refer to the canceller instructions (provided they are to defeat you car's headlight message) else find out where the fault sensor is and how it senses that the headlamp load is incorrect. I have no further information nor suggestions to help you. Good luck.