Do your lights work?
I've never heard of this issue being from headlights. Most of the time it's due to not having enough oil, which could just be a coincidence. I'd check that to start.
I replaced my GF's HID's from some brand I found on Amazon, might be the same brand you have. No issues at all.
Edit: DMEX (Pair) D4R 35W 6000K Xenon... https://www.amazon.com/dp/B07QK7R5P4?ref=ppx_pop_mob_ap_share These are the ones I bought which are the same exact ones you have. I would 100% check your oil level.