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So it's only one relay running both left and right (halo) led strips?The Tahoe/Suburban LED strip is on a fuse. Here is the wiring diagram for your Yukon. Looks like that may be a relay instead.
Do you have a test light or a multi-meter? I personally would see if the LED strip is getting power. That way you can isolate if the light is bad or if there is a deeper electrical problem.
You need to test pin #6 (grey/blue drivers, blue/brown passenger)
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