"Thanks for the reply "the same mountain bike". The sockets only had three wires and I just matched the colors, ..."
I’ve worked on cars for over 20 years, and have yet to see a universal wired connector have the same wiring color scheme as the factory wire harness. Some of the colors may be close, but that is no guaranty they match up to function. With the high beam indicator constantly on with the headlights, I think the connector is wired wrong, forcing the high beam and low beam filaments to act against each other seeking a proper ground.
When I need to wire up a universal connector, I always use the factory connector to verify which wire-to-wire connection needs to be made to keep the correct function of the connector. In some cases, cross-wiring as connection can fry an expensive module, although a light bulb connection is not likely to do that. Hopefully, you still have the factory connectors and can match up the wire position to the wire coming out of the new connectors to find out which wire should go where.