how to troubleshoot electrical problems, most recent being headlights not working

check fuses, their may be fuse box under hood and under dash also, the operator manual for that model would show location ,I don't know where the headlight switch is on a explorer ,but if its integrated with the turn signal switch like some imports ,it could be that unit. although I suspect a fuse. Because your highs only work when you hold them, and that's separate from power to the headlight relay

All you can do Amanda is use the owners manual and check all the fuses related to the headlights. I am looking at a generic chassis electrical diagram which covers '91 through 2001 Explorers. To do a proper diagnosis you will need a multi-meter and a diagram to check for power to various relays and switches when lights are turned off and on. This may be beyond your level of expertise. Personally, from looking at the diagram I would suspect the main light switch and/or the multi function switch on the dash. From my diagram, the the fuses may be # 4 and # 8. Holding the high beam switch in the on position seems to indicate a problem with that switch (multi position switch).

I have no answer. Only that I think the Explorer owner's who have had their truck burned down completely are the lucky ones.