Relays are not necessary for 35w and 55w HID systems. Think about it 35w/12 volt = 2.92 amps. Or at 14volt which is more likely = 2.5 amps. A normal 55w halogen headlight draws 4.58 amps at 12v. So no, there is no extra load on the harness to warrant the use of a relay. Your stock wiring is more than adequate. UNLESS you go for a 100w HID kit (don't, it's completely unnecessary unless you are intending to blind every person within a kilometre).
heat is not an issue either, contrary to popular myth. HID uses an electrical arc to create an excited plasma state of xenon gas, The excited gas emits light as it's electrons return to ground state. This process repeats as long as there is a large voltage present (hence the little converter box they come with to produce ~20kV). This process is much more efficient than the traditional halogen principal of heating a filament until it glows. A HID produced LESS heat per watt, and more light per watt (thus the efficiency) than a halogen. While I do not recomment yuo ever hold onto one while it's running, it does produce significantly less heat then a standard bulb. The colour rating is measured in Kelvins, this doesn't mean a 6000K HID bulb is operating at 6000K. It just means that it has the same relative emission spectra as a "black body" (that is, an object with no character absorbtion spectra) would at that temperature.
If yuo need a relay that didn't come with the kit to swtich between hi and low beam, then that's another story, but it should still be able to connect to the hi and low beam leads anyway
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