Alright, there seems to be some confusion here. The OP said he has Xenon headlights not HID headlights, so he has the standard headlight setup, which doesn't have a deflector to change between high beam and low beam. If the OP does have standard headlights, then I believe he simply has a bad relay. It has moisture in it. When it gets cold the relay will not hold position.
OP look in the fuse panel and see if there is a high beam relay. Or it might be under the hood somewhere. I can't answer this for you as I have HIDs, so my car is different than yours. If it does have a relay, then replace it and see if that cures the problem.