HID Headlights only work SOMETIMES - why?

Did this come with a new wiring harness? Because not having a wiring harness specifically for HIDS can cause your lights to act the way youre describing. That or maybe the ground wire isnt making a good connection. You said you checked it and it was tight, but its it touching bare metal? because sometimes if theres paint under the screw it can result in a bad connection even if the ground is tight.
Or like someone else said, the components could be getting wet.

 

You'd have to open them up and mount the projectors yourself. The ones you buy complete aren't really worthwhile that I've seen. Mine are from the retrofit source and are the FX-R projectors. Couldn't be happier. Looks great with a nice, clean cutoff and have withstood the last 2 years pretty well.

 

From my experience. TRS is a great company to deal with retrofits but there are better options when it comes to HID (IMHO). Not bashing the company because their retrofit projectors really are AMAZING.