If you are positive that the bulb and connector are OK...then there could be several root causes:
There could be a short somewhere between the connector and fuse/relay or ground.
But you need to figure out first ... is it BOTH the high and low beams that are out on that side of the car?
I think your bulb has 3 spades for a combination high/low beam bulb. Knowing which line is dead helps on figuring out which wire(s) is the issue. If both high and low do not work ... then it is the ground wire.
If you have a voltmeter you can test out the wiring.
Bad Light Control Module
(if your car has this; I could not confirm)
I am not sure if the Peugeot has a light control module but on some Saabs there is one and it caused your same symptom. Read link to learn more