Does it use a single bulb which combines both the dipped and full beam elements in one bulb? Or does it have a separate dipped bulb and full beam bulb?
Get an electrical diagram showing the complete supply run from the battery to the connector at the full beam bulb. This will show the path of current through maybe a fuse, then maybe another fuse, then maybe a relay, then maybe the headlight stalk, then maybe a relay again, then maybe a connector, etc. etc. Obtain a test meter or test lamp and work out how to use it (bear in mind the black/ground/return lead will need to be connected to battery negative, or another suitable ground such as bare metal on the chassis - the outer shell of the cigarette lighter socket is often a good one to go for). Then switch the car and lights on (probably don't need engine running) such that the main beam should be on. Then find points in the supply run which you can get at, and test them to see if they have 12V on. As soon as you find a point in the run that doesn't have 12V, you need to work your way back from there to the battery to find the first point which does have 12V on - and just after that point is where your fault is. The bad news is that car wiring is generally a sod to get at. Have fun....
Connector to the stereo which should be being supplied from the switched 12V (goes off when key removed) is being supplied from the permanent 12V (direct connection to battery via fuse(s), never gets switched off). Pull the stereo and check the connection. If you're lucky it's ISO standard connections, the connection diagram/colour codes for which you will find easily via Google. Your challenge will be finding a switched 12V point to supply the stereo from. Often the cigarette lighter supply is suitable but sometimes these are unswitched, so check first.