Chips and relays go bad, but before checking that I would:
Check that you are getting current in the socket that the bulb connects to. Also make sure that the socket is solid and that the connectors are intact.
Make sure all wires are connected. Sometimes the ground wire or others disconnect, but look connected.
I'm sure you pulled out all fuses to check with a flashlight [if you cannot see if on was blown with the naked eye].
Also, odd and obvious as this sounds, sometimes the replacement bulb may be defective too. So I'd have a couple new ones to see if that is the problem.
Follow the wiring to make sure that the wiring or connectors are solid.
Actually disconnect and connect all connectors as sometimes loose connections cannot be seen with the naked eye.
And I would check everything forward and reverse, as it is sometimes to miss something if you only go in one direction. In other words, start at the headlight, then work back to the chips and relays, then start at the chips and relays and work toward the light.
One thing I do is work in a dark place and use a bright flashlight to focus on areas I am checking. Seems to work better than in a lighted garage, etc.