Dash says low beam out on my 2011 S40. Passenger side.
Went to AutoZone and bought a new bulb (H11 Sylvania).
I thought easy peasy change (easiest bulb I’ve had to change on any car I’ve owned) but no go.
Put the working bulb into the non-working to see if it was my new bulb. Working bulb from driver side in and it wouldn’t work either. Put new bulb I bought into driver side to see if it was a bad bulb. It worked on driver side so new bulb is good.
I also tested the bulb I thought was bad on the driver’s side and it works so it’s definitely not a bulb issue.
@db4690 's advice above is spot on. I wouldn’t recommend checking for diagnostic codes (CEM, which presumably means Check Engine light Memory) at this point in the investigation.
That warning light turns on if current flow isn’t detected when the lights are turned on. The switch applies voltage to the circuit, and normally current would then flow. But any break in the circuit will prevent current from flowing, even though the voltage input is correct. Likely possibilities are (in order of likelihood)
faulty fuse
faulty bulb
faulty connection in wiring harness
faulty switch
Since you say the fuse and bulb is ok, the next place to look is pretty obvious. Especially where the wiring harness meets up with the bulb itself.
I’ve had to replace headlight connectors several times in cars 10+ years old in the past. They might be available at an auto parts store and I’m certain are available online. They will come with a pigtail. Cut the wires behind and close to the bad connector. Then slide shrink tubing over the longer wires. Solder the wires to make the correct connection and test the headlight. If it works, then slide the shrink tubing over the bare wires and shrink it with a heat gun.