The other night was particularly cold and I couldn't get the high beams to stay on in my new-to-me '04. When I pulled the stalk in the highs would light up and the fogs would extinguish however when I released the stalk it would revert back to low beams and fogs. Since I have no history I don't know if this is common for this truck when it's extra cold or a one time occurrence, but once the truck warmed up the high beams "stuck" and began operating normally. In my experience this would indicate a bad high beam relay however going through the ETM, it appears that these headlights aren't wired that way.

Would the next logical step be to swap out the clockspring/stalk assembly or is there a more common electrical problem that would cause this?

 

I had an old volkswagon that would do the same. In my case it was the switch on the stalk. The grease had gotten old and when it got below freezing, the hard grease would not allow the little spring to drop into the catch to hold the high beam. I cleaned it and re-greased and all was well.