If you checked all your fuses and the headlamp connector, and they are all good, I believe you've smoked your headlamp switch. What is the PIN LOCATION of the wires you tapped into? I hate just listing wire color, as it is always possible that the colors do not match. There are sensitive electronics in the headlamp switch. You really need to know the pin number first, and use the color for additional verification.
What functions does your alarm require from your headlamp switch? I have mapped out the switch extensively...
