If its twin lens GTi lights, the mains SHOULD stay on while full bean is on.
sorry pete, looking through you build thread, it looks like you got standard headlights on but you can quite clearly see in the other pics you got gti lights.
H4's normally operate either high or low not both so maybe the car is wired that way as it was H4's originally - wierd though
if you can find the relay (reach under drivers side dash behind the glovebox probably be clicking when you flash) let me know the part number and i'll compare it with the one on mine if it helps
maybe as simple as a relay swap
were the light's plug 'n' play btw ?