You don't have to undo the harness any more than you already have. The fender ground is fine, there should be grounds on the plugs that go into the ballast. (the black wire...) Most relay harnesses I've seen have a length of black wire, and then a ring terminal on the end for a total of 3. One for each ballast, and one for the relay. If you've got a pair of free floating ground ring terminals that aren't connected, that explains your issue with the relay turning on/off, but no juice at the ballasts.


The bulb connectors only plug in one way, so you can't mess those up.
The OEM bolt doesn't unscrew from the rubber casing (so you don't lose it when disconnecting the cables from the battery, I assume) IIRC you have to bend the rubber a bit to expose the edge of the bolt, and pop it out. 


Over the last few days, you've spent quite a bit of time getting familiar with the contents of your front and rear fuse blocks, the BCM, and the headlamp switch. You've got a decent understanding of what does what, so I'm willing to bet if you looked at a schematic of the headlamp system, it would make a lot more sense to your not-yet-trained eye than you think. (more like poorly structured English, rather than Chinese
)