I had same problem. I finally found that the clear plastic covers inside the engine bay were leaking. Not when I washed car unless I used a pressure washer and usually when I drove in rain, forcing water under the bonnet/hood. I think the seal gaskets on lids had failed. New ones and no leaks!!

 

There is nothing that I think is designed specifically to hold the water shedders in place. They do however "slide" into place under the fender sheet metal & headlamp "top" .... best description I can provide at the moment! Best to check out another Jag xk8 with them. It's very simple to install them - no tools needed. Tommyzr '05 XK8

 

Our local dealership parts department will sell these headlamp water shedders for about $39 each and says that the retail price is $54 each. From speaking with the parts guys, I gather that no one has ever inquired about them until I did so yesterday. At that price point I certainly understand why they've never sold any....

Creating a set of homemade water shedders out of an appropriately-sized and shaped piece of relatively thin weatherstripping may be just as effective and far more affordable if they can be held in place properly. Contact cement may be the answer....

 

The same day after buying my 2001 XKR I had the same problem, noticing condensation in both headlamps. Read the experiences of others and drilled holes in the access covers both sides. It cleared the driver's side within a couple of days (still raining), but not the passenger side. Then I noticed the access panel behind the passenger side front wheel was missing. The panel stops tyre spray. So I fitted a used one and expected the headlamp to clear just like the other one did in a day or two. No such luck! Eventually, after wondering why it was different than the driver's side, I noticed that the headlamp water shedder was missing on the passenger side. So I made-up one out of some plastic sheet. This is not the best solution and I will order the Jaguar part ASAP. But I could not wait and wanted to see if it would work. To make sure, I smeared some clear silicon along the top of the glass lens (where it meets the plastic housing). I used a hair dryer to clear the condensation (took one hour) and so far, the condensation has not come back after driving in the rain.

 

If it is condensation (i.e. water droplets not trailing down the inside of the glass) here is a cheap, easy and guaranteed fix:

a) make sure the water shedders referred to earlier exist and are placed properly
b) insert 2x100gm of silica gel desiccant packs (or 1x250gm pack) into the headlight
c) ensure the plastic covers are firmly re-fitted i.e. all the clips click into place
d) watch the condensation disappear over 24 hours

This has worked for me without fail for over two years - the passenger side (RHD) HID light always had condensation before this, now it never does. We have had a spot of rain over the last few months and still no condensation or moisture in the headlamp.

Jim