Check those fuses, also remove the fuse box and give it a good clean
Given the stalk flash and the rear lights are working I think you can rule those line fuses out as they come before the feeds to the rear. I also think it means the fourth fuse in your main block is OK.
What is odd is that the your main beam blue warning light is on when it shouldn't be? According to the diagrams the feed to the instrument pack for that lamp comes after the line fuse and before the head lamp and the instruments have their own earth. This means, IMO, that voltage is getting through, somehow, at least past the line fuse and so brings me back to a faulty switch? Why the power is not making the main beam come on, however, is strange. Do you have illumination behind the instruments? Did you disturb any of the bullet connectors behind the slam panel? Have you pulled them out and given them a clean making sure they go back into the correct sets? As cal844 has said have you given the fuse box a good clean? When you put the connector on the blue / white wire you haven't crossed it over with either the side lights or the dipped beam at all? Is the cut in the wire from where the connector was covered up so it cannot earth out?
Do you have / have access to a multi meter at all as I would now start noting down readings in the various scenarios to isolate the fault. Start with what you would expect so ignition on 2, headlamp switch down 1 click and there should be 12v +ve at the sidelight connector and a lower voltage at the dipped beam (blue / red) connector. Move the switch down again and you should have 12v at the dipped beam connector and so on.