Just a thought....The inginitor for the HID's requires an initial draw of around 25,000 volts then once inginted (lit) the draw is very small, less than the regular halogen. Perhaps this is triggering a "safe" mode and shutting down the circuit or the wiring is not correct. You may need to look into an upgraded wiring harness.

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2013 BMW X6M-current
2013 Audi S4-current
2007 BMW X5 4.8i (E70)-sold