Aftermarket headlight assembly installation issue?

It sounds like it isn't the correct part. Do you have a link or picture of the replacement? It looks like there are 2 different designs for that year. I would compare what you got to the ones on the truck and what connections they each have. You likely cannot rewire either as the different units are set up in the options of the trucks and may not let the other version work.

https://www.ebay.com/itm/235556890898 this is what I bought. It says it's compatible for my Cadillac Escalade and says it takes a HID bulb and a ballast.

I suspect it's the wrong part. The listing shows it as a right-hand light, but the part numbers listed as GM are for the left-hand light. Are you replacing the factory light because of damage? Does the replacement have the same plug on it?

I am replacing because of the damage and moisture. I fits the passenger side just fine. The problem is the plug ins are for the ballast but I'm not seeing anything to plug the HID bulb itself in.

It might be the wrong part or defective. Hard to say without seeing the part. I know on the OE unit the lamp housing plugs in, and the ballast and bulb are internal.

I can send a picture when I get home from work. If that helps.

It might. one of the connection on the truck and one of the light might make it easier to tell if it's correct.