Based on the 95 FSM, it looks like low and high work off of the same fuse. The dimmer switch switches a common 12V source to highs or lows. Each side has it's own ground, so it looks like two bad bulbs or a bad switch. Check for 12V at the headlight connector.
jerry
87 XJ 4.0 5spd
90 YJ 4.2 5spd
95 YJ 2.5 5spd
jerry
87 XJ 4.0 5spd
90 YJ 4.2 5spd
95 YJ 2.5 5spd