Sorry, I have been busy for a couple of days.
Here are a few quick tests, I'll try for more detail later.
Each light circuit is separate and is powered by a separate coil in the alternator. Usually head, tail and speedo on one coil. Brake and horn on the other.
A complete light circuit begins and ends at ground. The lighting coil has one end grounded at the alternator. The other end of the lighting coil is connected to one contacct of the on/off switch. The other contact of the on/off switch is connected to one contact of the lamp. The other side of the lamp is connected to ground.
The simplest way to check one of these circuits is by measuring resistance.
Set the DVM on the lowest resistance range, on a DVM this is 10 ohms or so.
Touch the leads together, you should read 0 ohms. If you don't something is wrong.
Now connect one of the leads to ground, either color is fine. Touch the other lead to ground somwhere else and verify that you read 0 ohms or close enough. This is essential to make sure you have a good ground connection.
Disconnect the alternator coil as close to the alternator as you can and connect one of the leads to the coil connection. You should read less than 10 ohms, maybe as low as 1 ohm. If you do, the coil is good. If not, you have a bad coil or a bad coil ground.
Now connect the the same lead to the wire which heads into the wiring harness, again, you should read less than 10 ohms (make sure the switch is on, either ights or brake lever switch). If you have less than 10 ohms, turn the switch off, you should see infinity. Leave the alternator coil connected and re-connect the connector in the headlamp.
Assuming you have a problem, it will most likely be in this direction. Open the headlamp and look for the same wire color as you tested on the alternator. Separate the connectors, one of these wires goes to the alternator coil, if you measure it with the alternator coil disconnected, then connected, it will change from infinity to 0 ohms. The other wire (maybe wires if this is the brake/horn circuit) connects to the switch. The wire from the other side of the switch may be a different color but you should be able to find it in the headlamp, it may come back as 2 wires if it is headlamp and you have hi/lo beam, but you can find these wires on the headlamp.
If you disconnect the wire(s) from the headlamp, and measure toward the switch, you should be able to read infinity with the switch off and less than 10 ohms with the switch on, if the switch is working.
If you measure through the headlamp, you should read less than 10 ohms, if not, you have a burned out bulb or a bad ground or a bad contact in the lamp socket.
In a nutshell, to check any of these circuits, follow the circuit to ground. When you change from less than 10 ohms to infinity, you just passed the problem.