For a 1999 with a digital Odometer, put it in DTM and press the button until bAtt is in the display. ( at least I think the 99 F-150 is a digital odometer ?? )
Check the values of what is show both below 2,000 RPM and above 2,000 RPM to see what is going on.
This is what can be shown under that section :
Displays the code (0-255) for the battery voltage input to the HEC. Battery voltage gauge will indicate present battery voltage. 93-102 6.2-9.1 volts, low voltage
115-124 8.5-10.7 volts, Normal band start
215-225 15.8-18 volts, Norm band end
230-241 16.9-19.1 volts, high voltage
Good place to see if the icon is from low voltage condition.
If the voltage is in the normal band both below and above 2,000 RPM, then the next most likely area is the amp output is falling on its face ( V * A =Watts ). If the voltage is good the amp output is falling off, causing the headlights to dim ( could be either or causing it ). To test the amp output and amp draw on the system you would need a meter with an external current loop, which you might not have access to. Easy test for this, take it to the store and have them test it.
For the full text on the HEC DTM :