I noticed the headlights were not always coming on (or going off). Thought it was at "Auto" setting, so was flicking around, to get them to work and I think they were sometimes coming on, and then going off. Researched on this forum and others and decided to replace the ballast and bulbs. Then one light was on, but out of ideas, took to the dealer. They said it was a bulb, so replaced. When I went to the dealer (last night) to collect, before driving off, I checked and the light was out. The tech re-looked at it and said now both were working, They don't know the issue. The 2 items they want to check next are the switch or replace the BCM. As I understand it, the BCM replacement would be a complicated and costly business, and right now, no real evidence that it would solve.
Just checked again and Headlights come on (switch is at auto), but when I move the switch forwards and backwards (e.g. to running lights and then back to auto or headlights), lights will not return. Turn off car and repeat and the lights are back, but again, will lose when switching.
I understand (from the forum) the car doesn't have fuses, but does have a relay? And it also has a headlight control unit in thr passenger footwell, but not sure what part that plays. Ideas on next steps?

 

I found that my light stalk was the problem with my light flickering. This is how I replaced it on my 2010 xf.

JagRepair.com - Jaguar Repair Information Resource

Gus

 

Thanks Gus - Not sure if I will end up replacing the stalk or not. Seems like the issue is so inconsistent - The headlights are now just operating on one side, and can react to the switch, so seems the switch is less likely. I have ordered a replacement HCM (Headlight Control Module) and will see if any difference.
Stuart

 

So I replaced the bulbs, Ballasts, HCM (Headlight Control Module), and now the stalk. Issue still is headlights on (switch at auto) when cars starts up, but when I switch to a different setting on the stalk, headlights won't come back on. If I turn off the car and restart, the headlights will be back on. What is left to try?