Here's a picture of the failed headlight control module.

I had a mobile key programmer come by and he couldn't get in to see what the problem was. $110 down the drain...

I no longer believe I have an SKREEM immobilizer issue because I synched the key i have with the car following the directions from the common problems list on this forum. I put the key in the ignition switch, pushed unlock twice, then turned the key and the hazard lights flashed a couple of times. The key will lock and unlock the doors. Also, I no longer have the 1 second start and die cycle when disconnecting and reconnecting the battery.
I've checked every fuse, they were all good.
I've check the main power feed into the relay control box and it was good.
The siren was already unplugged.

I don't know what to try next.