Cadillac Escalade 2004 Escalade ESV Owner's Manual page 362

5. Remove the horizontal pin from the headlamp
assembly by lifting the end of the pin upward
until it unsnaps and then pulling it toward the center
of the vehicle.
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6. Remove the vertical pin from the headlamp
assembly by turning the end of the pin away from
you until it unsnaps and then pulling it upward.
7. Remove the headlamp assembly by lifting it up and
then pulling it out and away from the front of the
vehicle.
8. Disconnect the electrical connector from the lower
corner of the headlamp assembly. This will give you
better access to the headlamp assembly.