The headlight relay idea is to bypass the load going through the key switch contacts, right?
For this goal, you need to use the Black wire as a signal to the relay N.O., and let the relay carry the main power.
If you tap into the red, the headlight will be fused via the main only. The headlight fuse will be superflous. But, you haven't mentioned what wire you have chosen to for the Headlight power, and whether you are wanting it powered alone or together with general lighting.
I don't know if you are trying to save the Key switch, or make the headlight brighter, or if you are trying to make the charging system work better.
Cheers,