Mine that i just bought came with harness connectors and relay. Everything was fully assembled. All i had to do was install. It was cake.
But thst really should be really cheep and easy to find. Let me know if you need part number i'll get it off mine.
But i would call whoever you bought it from and have them send you the relay. u will need one for each side.

 

just to buy two relays, some wiring and some loom and make your own harness

 

elkitino, wondering if you've solved your issue with the Depo headlights and if so what was your solution?

 

Yes. Situation solved. When I ordered from Amazon, they sent the proper lights, just without the relay'. Long story short, sent them back, they set me another set (wrong set, of course) returned the second set and ordered from LMC Truck. Installed them last week in between blizzards and all is good. Just need to adjust them, but that can wait