Most efficient two-way switch relay and/or schottky (or..)
You must reverse the diode and remove the wire from the cathode of the diode to relay (30), as shown below, else you'll be turning on the headlights through the diode with the switch in the "SIDE ONLY" position. 

Also, since the current into cold incandescent lamps is about ten times the current when they're hot, take care that you use a Schottky which can handle that high current for a few hundred milliseconds.  A vanilla silicon diode will work OK too, (and you'll get less leakage) since it'll only be dropping a couple of hundred millivolts more than the Schottky, which won't make much of an impact on the brightness of the side and tail lights, methinks.