Bob - Your gasp shows that you are probably aware that the gurus recommend NOT to ground to the frame [see the HoW
(d.3)]. You could easily check if this is the cause of your current problem (ho ho) by temporarily disconnecting your HID's ground from the frame and (using an extension wire if necessary), running it back to your battery's negative terminal. If your HID works - voila.
Some of us wired inline fuses into our headlight circuits. I felt this was prudent, despite also connecting relays in both high and low HID circuits, which means I only use the bike's headlight power circuits as 'triggers' for the relays, with much lower consequential current draws. However, you didn't wire any fuses into your HID power wire, so that can't be the cause of your problem. Same goes for relay corrosion causing your problem: you didn't use one, so scratch that from your troubleshooting list.
Despite some people's success wiring up HID(s) to their bikes without the use of relays, I would still recommend their use. Particularly for those wanting both high and low beam HID's. The survey seemed to bear this out, last time
I analysed the results. The only time I've had a problem with a relay was due to it being mounted (through necessity) upside-down, making water ingress much more likely. As long as relays are mounted right-way-up, preferably in a dry location, they should continue to work fine. As added security, some people buy sealed relays or just seal their relays themselves, using silicone, JB Weld etc.