These newer systems have external ignitors, but I don't see them in your pictures. Based on what I see your kit is also a 35 watt kit, so you need capacitor on the one lead that connects to the factory wiring. It needs two if it is a dual connection system, but only noticed one with a quick look at the pictures. With the single connection you also have to flip the lead to the factory connection. If you said it had capacitors then you might be talking about the ignitors and still need a capacitor for proper day time function.
Edit. I don't have these new ones, but I'm pretty sure the external ignitior goes after the ballast and before the bulb. The capacitor goes on the stock connector and before the relay. The relay then goes the ballasts, to ignitors, and finally the bulbs.