Typical problem. HID's don't play well with the CanBus system. The HID power draw is low and the stock system things a bulb is out, so it cuts power to that circuit. I have had the same problem and have tried 4 different kits and probably 7 harness arrangements.
However, all is not lost. Several firms say they have the solution. Me being an experienced skeptic am not sure about these claims but one of our members, CdnoilRAM, says his problems were solved by using a set from RetroSolutions.