I would recommend you look at the service manual lighting section, specifically the electrical diagram and it will help you troubleshoot / diagnose.
The relay is part of the IPDM (Intelligent Power Distribution Module). The issue could be a bad combi switch, a bad relay or IPDM, etc.
To check if it's a bad relay or IPDM, you can run the IPDM auto active test mode. It will cycle through IPDM functions, primarily operating relays in a specific sequence. It will run through the test 3 times or until you cancel it and it includes checking the low headlamp relay. Refer to page 8 of the PCS section for details of the auto active test, how to start it, etc.
Highly recommended to troubleshoot IPDM relays
http://www.nicoclub.com/FSM/Rogue/2011/PCS.pdf
If the low beams work during the active test, then the problem is most likely your combi switch. It's a fairly easy replacement, doesn't require the airbag or steering wheel to be removed. The service manual should help with that, otherwise try search or asking specific questions on the forum.
Good luck.