The headlight will never go off. The relay coil will not get power (since the original HB and LB wires in the harness are from ignition switched power) so the relay contact will sit at 87a. You haven't switched the power feed labeled "fused" so the light is powered until the battery drains flat.
You want to cut the wire feeding the high/low headlight switch. Power the relay coil terminal 85 with the wire end from the HL fuse, ground 86. Run a new fused power wire from the battery to terminal 30 and connect the wire end from the high/low switch to terminal 87.
This will energize the relay when the ignition is on and maintain the starter headlight cutout. The headlight power draw will bypass the ignition switch and the wiring harness.