Can anyone tell me where the headlight micro-switches are on a S4?

If an early, non-fail-safe S4 (like mine...) they are located on the "extended tabs" on each headlight pod. They are positioned so as to make contact with the underside of the fender when the pods are down. They look exactly like a door "pin-switch" and are open (i.e. break the ground circuit) when depressed by the fender.

IIRC, the switch in the RH pod controls the ground for the main and dipped beam relays, and the switch in the LH pod controls the ground for the headlight flasher relay.

If you have a later car, it's my understanding the microswitch is inside the car, directly on the headlight vacuum switch.