Check your DRL relay.

It takes less than 5 minutes.
Allow me to clarify: since they work fine with the headlight switch on, that eliminates the possibility of a bad headlight switch or a connection issue at any of the lights.
They are malfunctioning in DRL mode only. In DRL mode, they are getting power through the DRL relay, not the headlight switch.
The only component independent to the DRL function is the relay. Everything else (fuses, connections) are also used in the headlight switch circuit.
The wiring diagram is clear: the culprit is the DRL relay. Either the contacts are pitted and dirty, or the mechanism is failing. Clean the contacts as I instructed. If the problem persists, replace the relay.
It has nothing to do with the headlight switch. It has nothing to do with load resistors.
I'm out. Good luck.