It sounds like your high beam stays on due to the orange wire connecting the 86 terminals of both relays, which causes both relays to be triggered. To fix this:
Remove the orange wire between the 86 terminals of Relay 1 and Relay 2.
Relay 1 (Low Beam): Connect 87 to the low beam, 30 to power, 86 to the low beam switch.
Relay 2 (High Beam): Connect 87 to the high beam, 30 to power, 86 to the high beam switch.
Don't use 87a for your lights.
Check your connections and relay wiring.