A wire inside the head light switch can fatigue and break over time causing the head lights to be inoperative. There is an updated head light switch to fix the problem.Google+
Car Problem Reports
Mazda Protege Wire inside head light switch may break and cause head lights to be inoperative
Mazda Protege Problem
Visitor, 1994 Mazda Protege
heat over time hardened wires, replace/fabricate new wiring harness, other than electrical issues which have been many, you couldn't ask for a better car. oil changes at 2500 miles and 2 transmissions now at 1,038,349 miles with no rebuild still going strong.