My '09 Santa Fe has for a long time been an eater of headlight bulbs. I leave the lights on all the time as running lights, so I expect a bit more wear.
I thought I'd switch over to LED bulbs to reduce the consumption rate. Oy! Amazon is filled with dozens if not hundreds of different brands. Many have what look like cooling fan assemblies on the back that I don't think would fit in the Santa Fe's bulb enclosure.
, put them in, and one doesn't light up! Swapped bulbs, the same side is still not lit, so it's not the bulb; it's something with the voltage or current on that side. I put the original halogen bulb back in and it lit up fine. Grrr.

Has anyone swapped out the headlight lamps with LEDs? What brand & model did you use?

 

You could be on the right track.
Your best bet is to get a meter and use it to verify power available and ground availability. This doesn't have to be difficult and you will learn a lot , if you want to.
If you choose not to persue that path ,you can always take the vehicle to a shop that can do the required checks.
It could be something simple like a problem with the plug/socket.

 

You may have a decoding problem, you can equip your bulb with a decoder and see how's it working. And for me I replace my Santa Fe's headlights with LED H7 bulbs which are designed all-in-one mini size, and they are plug and play without polarity and any modification, so you don't need to buy additional adapters, no issue to install them at all. Had them about 2 months now, so far work quite well, super bright.
FYI: https://www.auxito.com/products/auxito-h7-led-bulb-50w-10000lm