I had this EXACT same problem last year. (DDM headlights w/ slim HID's 55w). Ivan had a look at them for me while we were installing them and it turned out DDM used a shitty ass glue from a hot glue-gun at the connector plugs. Hence, when it gets hot, the glue melts and it slips around. When it cools down, the glue solidifies again and it goes on.
Ivan had to re-do all the glue-work for me as improper glue was used. Ever since, this problem went away. Hope this helps. FYI: it's the newer DEPOS that had this problem-- the older ones were okay. I'm not sure if the Taiwan Manufactuerer had a supplier change or something